-99.1%
NCRA vs VT
+66.2%
-165.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | -23.4% | +1.0% | -24.4% | -23.7% |
| 30D | -10.2% | -0.2% | -9.9% | -10.1% |
| 3M | -54.6% | +4.5% | -59.2% | -55.5% |
| 6M | -83.2% | +14.1% | -97.3% | -84.2% |
| YTD | -93.1% | +14.8% | -107.8% | -93.4% |
| 1Y | -96.1% | +21.2% | -117.3% | -96.4% |
| 3Y | -96.2% | +76.6% | -172.8% | -97.0% |
| 5Y | -99.1% | +66.6% | -165.7% | -99.3% |
| All | -99.1% | +66.2% | -165.3% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling