-98.0%
NCTY vs VT
+57.0%
-155.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.7% |
| 7D | +3.4% | +2.4% | +1.1% | -1.9% |
| 30D | -20.2% | -1.5% | -18.7% | -18.0% |
| 3M | -35.8% | -4.1% | -31.6% | -29.5% |
| 6M | -56.2% | +0.6% | -56.8% | -57.3% |
| YTD | -57.1% | +11.0% | -68.2% | -66.6% |
| 1Y | -60.1% | +13.3% | -73.5% | -70.5% |
| 3Y | -62.9% | +73.4% | -136.3% | -90.5% |
| All | -98.0% | +57.0% | -155.0% | -99.3% |
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