-99.3%
NCTY vs VT
+224.4%
-323.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -3.8% |
| 7D | +7.1% | -0.7% | +7.8% | +7.9% |
| 30D | -24.0% | -1.7% | -22.3% | -22.3% |
| 3M | -34.8% | -2.3% | -32.5% | -32.5% |
| 6M | -58.2% | +1.5% | -59.7% | -59.1% |
| YTD | -57.3% | +12.0% | -69.3% | -63.1% |
| 1Y | -64.6% | +12.9% | -77.5% | -69.7% |
| 3Y | -65.1% | +74.9% | -140.1% | -82.7% |
| 5Y | -97.6% | +59.9% | -157.6% | -98.6% |
| 10Y | -99.3% | +224.6% | -323.9% | -99.6% |
| All | -99.3% | +224.4% | -323.6% | -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