+212.9%
NCSM vs VT
+75.7%
+137.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.3% |
| 7D | +9.3% | -0.5% | +9.8% | +9.6% |
| 30D | +22.4% | +3.4% | +18.9% | +19.9% |
| 3M | -4.0% | +0.8% | -4.9% | -4.5% |
| 6M | +30.3% | +9.6% | +20.7% | +23.8% |
| YTD | +35.1% | +14.2% | +20.9% | +25.1% |
| 1Y | +20.9% | +22.7% | -1.8% | +7.4% |
| All | +212.9% | +75.7% | +137.2% | +147.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling