-86.7%
NCSM vs VT
+193.5%
-280.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.3% | +5.9% | +24.4% | +22.5% |
| 7D | +30.3% | +5.9% | +24.4% | +22.5% |
| 30D | +30.3% | +5.9% | +24.4% | +22.5% |
| 3M | +30.3% | +5.9% | +24.4% | +22.5% |
| 6M | +33.9% | +9.2% | +24.7% | +19.5% |
| YTD | +35.1% | +14.5% | +20.6% | +13.3% |
| 1Y | +40.0% | +22.1% | +17.9% | +7.6% |
| 3Y | +213.8% | +74.0% | +139.8% | +43.5% |
| 5Y | +130.1% | +66.5% | +63.5% | +9.6% |
| All | -86.7% | +193.5% | -280.1% | -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