+585.5%
NECB vs VT
+223.7%
+361.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -0.6% |
| 7D | -0.6% | +0.4% | -1.0% | -0.8% |
| 30D | +8.1% | -2.6% | +10.7% | +9.4% |
| 3M | +10.5% | -3.2% | +13.7% | +12.1% |
| 6M | +21.6% | +0.9% | +20.6% | +20.7% |
| YTD | +33.8% | +11.3% | +22.5% | +26.5% |
| 1Y | +53.0% | +14.0% | +39.0% | +43.1% |
| 3Y | +99.3% | +75.8% | +23.5% | +55.1% |
| 5Y | +209.1% | +57.8% | +151.3% | +150.0% |
| 10Y | +585.5% | +219.8% | +365.7% | +351.6% |
| All | +585.5% | +223.7% | +361.8% | +351.6% |
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