-99.5%
NCRA vs VT
+53.4%
-152.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.2% | +4.4% |
| 7D | -6.5% | -2.3% | -4.2% | -5.6% |
| 30D | -10.6% | -5.0% | -5.7% | -9.0% |
| 3M | -29.9% | -4.9% | -25.0% | -28.6% |
| 6M | -81.7% | -1.5% | -80.1% | -81.5% |
| YTD | -94.4% | +8.5% | -102.9% | -94.6% |
| 1Y | -95.7% | +11.4% | -107.0% | -95.9% |
| 3Y | -96.8% | +70.1% | -166.9% | -97.4% |
| All | -99.5% | +53.4% | -152.9% | -99.7% |
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