-99.1%
NCRA vs VT
+86.8%
-185.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.7% | +5.2% |
| 7D | -3.6% | -0.1% | -3.5% | -3.6% |
| 30D | -9.3% | -0.7% | -8.6% | -9.1% |
| 3M | -56.9% | +4.0% | -60.9% | -57.6% |
| 6M | -83.3% | +12.3% | -95.6% | -83.9% |
| YTD | -92.7% | +14.0% | -106.7% | -93.0% |
| 1Y | -95.7% | +20.3% | -116.0% | -96.0% |
| 3Y | -96.1% | +75.4% | -171.5% | -96.6% |
| 5Y | -99.1% | +66.0% | -165.0% | -99.3% |
| All | -99.1% | +86.8% | -185.8% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling