-86.7%
NCSM vs VT
+192.6%
-279.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.6% |
| 7D | +9.3% | -0.5% | +9.8% | +9.9% |
| 30D | +22.4% | +3.4% | +18.9% | +17.5% |
| 3M | -4.0% | +0.8% | -4.9% | -4.7% |
| 6M | +30.3% | +9.6% | +20.7% | +14.9% |
| YTD | +35.1% | +14.2% | +20.9% | +12.8% |
| 1Y | +20.9% | +22.7% | -1.8% | -8.2% |
| 3Y | +210.2% | +72.9% | +137.3% | +42.0% |
| 5Y | +119.1% | +64.8% | +54.3% | +5.4% |
| All | -86.7% | +192.6% | -279.3% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling