+555.5%
NECB vs VT
+217.6%
+337.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -0.9% | -0.1% | -0.7% | -0.8% |
| 30D | +7.2% | -3.1% | +10.2% | +8.7% |
| 3M | +10.6% | -3.5% | +14.1% | +12.4% |
| 6M | +20.5% | +0.5% | +20.0% | +19.8% |
| YTD | +32.6% | +10.8% | +21.8% | +25.7% |
| 1Y | +49.3% | +11.9% | +37.4% | +40.8% |
| 3Y | +97.9% | +73.0% | +24.9% | +55.0% |
| 5Y | +205.0% | +58.6% | +146.4% | +146.1% |
| 10Y | +555.5% | +219.2% | +336.3% | +323.0% |
| All | +555.5% | +217.6% | +337.9% | +323.0% |
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