-100.0%
NCT vs VT
+32.4%
-132.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -28.3% | +0.2% | -28.5% | -28.5% |
| 7D | -30.2% | -2.3% | -27.9% | -29.0% |
| 30D | -31.6% | -5.0% | -26.6% | -28.8% |
| 3M | -98.8% | -4.9% | -93.9% | -98.8% |
| 6M | -98.5% | -1.5% | -96.9% | -98.6% |
| YTD | -99.1% | +8.5% | -107.6% | -99.3% |
| 1Y | -99.8% | +11.4% | -111.2% | -99.8% |
| All | -100.0% | +32.4% | -132.4% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling