+177.6%
NCV vs VT
+346.0%
-168.4%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | -3.0% | -2.3% | -0.7% | -1.0% |
| 30D | -3.1% | -5.0% | +1.9% | +1.5% |
| 3M | -11.9% | -4.9% | -7.1% | -7.8% |
| 6M | -10.9% | -1.5% | -9.4% | -9.8% |
| YTD | +5.1% | +8.5% | -3.4% | -2.8% |
| 1Y | +4.2% | +11.4% | -7.2% | -6.0% |
| 3Y | +64.7% | +70.1% | -5.4% | -0.3% |
| 5Y | +3.2% | +53.7% | -50.6% | -31.3% |
| 10Y | +85.4% | +220.0% | -134.5% | -36.3% |
| All | +177.6% | +346.0% | -168.4% | -31.8% |
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