+87.6%
NCV vs VT
+221.4%
-133.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | 0.0% |
| 7D | -0.4% | +1.0% | -1.4% | -1.3% |
| 30D | -3.7% | -0.2% | -3.5% | -3.5% |
| 3M | -1.3% | +4.5% | -5.8% | -5.5% |
| 6M | +12.7% | +14.1% | -1.3% | -1.0% |
| YTD | +16.1% | +14.8% | +1.4% | +1.3% |
| 1Y | +21.9% | +21.2% | +0.7% | +0.8% |
| 3Y | +78.3% | +76.6% | +1.7% | +1.1% |
| 5Y | +17.8% | +66.6% | -48.8% | -29.4% |
| 10Y | +87.6% | +222.3% | -134.6% | -41.3% |
| All | +87.6% | +221.4% | -133.8% | -41.3% |
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 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