+98.0%
NCZ vs VT
+215.5%
-117.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.5% |
| 7D | -3.9% | -2.3% | -1.5% | -1.7% |
| 30D | -3.2% | -5.0% | +1.8% | +1.8% |
| 3M | -12.3% | -4.9% | -7.4% | -7.8% |
| 6M | -10.0% | -1.5% | -8.5% | -8.7% |
| YTD | +5.8% | +8.5% | -2.7% | -2.6% |
| 1Y | +5.7% | +11.4% | -5.7% | -5.1% |
| 3Y | +71.6% | +70.1% | +1.5% | +0.2% |
| 5Y | +10.2% | +53.7% | -43.5% | -28.8% |
| All | +98.0% | +215.5% | -117.5% | -33.3% |
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