-100.0%
NCTY vs VT
+346.0%
-446.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.5% |
| 7D | -11.7% | -2.3% | -9.4% | -10.0% |
| 30D | -22.8% | -5.0% | -17.9% | -19.1% |
| 3M | -47.3% | -4.9% | -42.4% | -44.7% |
| 6M | -54.2% | -1.5% | -52.6% | -53.4% |
| YTD | -58.6% | +8.5% | -67.0% | -61.2% |
| 1Y | -67.2% | +11.4% | -78.6% | -70.0% |
| 3Y | -57.8% | +70.1% | -127.8% | -72.7% |
| 5Y | -97.5% | +53.7% | -151.2% | -98.1% |
| 10Y | -99.4% | +220.0% | -319.3% | -99.7% |
| All | -100.0% | +346.0% | -446.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling