-99.3%
NCTY vs VT
+217.6%
-316.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.7% |
| 7D | +2.2% | -0.1% | +2.3% | +2.0% |
| 30D | -21.5% | -3.1% | -18.4% | -18.1% |
| 3M | -38.6% | -3.5% | -35.1% | -35.4% |
| 6M | -52.1% | +0.5% | -52.5% | -52.4% |
| YTD | -56.4% | +10.8% | -67.1% | -61.7% |
| 1Y | -64.7% | +11.9% | -76.6% | -69.4% |
| 3Y | -64.4% | +73.0% | -137.3% | -82.0% |
| 5Y | -97.5% | +58.6% | -156.1% | -98.5% |
| 10Y | -99.3% | +219.2% | -318.4% | -99.6% |
| All | -99.3% | +217.6% | -316.9% | -99.6% |
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