+200.3%
NCZ vs VT
+374.2%
-173.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.5% | +0.4% | -1.0% | -0.9% |
| 30D | -1.3% | +1.0% | -2.3% | -2.1% |
| 3M | +0.2% | +2.4% | -2.2% | -1.9% |
| 6M | +10.3% | +12.0% | -1.7% | -0.3% |
| YTD | +19.3% | +15.3% | +3.9% | +5.0% |
| 1Y | +25.7% | +22.6% | +3.1% | +4.9% |
| 3Y | +79.3% | +74.7% | +4.7% | +9.3% |
| 5Y | +26.5% | +66.1% | -39.7% | -19.2% |
| 10Y | +109.1% | +225.0% | -115.9% | -23.6% |
| All | +200.3% | +374.2% | -173.9% | -17.8% |
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