-96.9%
NCTY vs VT
+66.2%
-163.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.2% |
| 7D | +6.6% | +0.4% | +6.1% | +5.2% |
| 30D | -6.0% | +1.0% | -7.0% | -8.4% |
| 3M | +0.6% | +2.4% | -1.7% | -5.5% |
| 6M | -27.3% | +12.0% | -39.3% | -44.7% |
| YTD | -26.4% | +15.3% | -41.7% | -47.5% |
| 1Y | -48.2% | +22.6% | -70.8% | -67.5% |
| 3Y | -39.9% | +74.7% | -114.5% | -84.5% |
| All | -96.9% | +66.2% | -163.0% | -98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling