+175.3%
NCZ vs VT
+363.9%
-188.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -1.2% |
| 7D | -4.2% | -0.3% | -3.9% | -4.0% |
| 30D | +1.2% | -1.4% | +2.6% | +2.5% |
| 3M | -8.8% | -1.4% | -7.4% | -7.6% |
| 6M | -4.6% | +5.5% | -10.0% | -8.9% |
| YTD | +9.3% | +12.8% | -3.5% | -1.8% |
| 1Y | +8.8% | +15.4% | -6.7% | -4.2% |
| 3Y | +75.4% | +76.9% | -1.4% | +5.8% |
| 5Y | +14.3% | +60.4% | -46.1% | -24.6% |
| 10Y | +105.4% | +232.8% | -127.4% | -26.2% |
| All | +175.3% | +363.9% | -188.6% | -23.1% |
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