+572.5%
NECB vs VT
+224.4%
+348.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | 0.0% |
| 7D | -2.6% | -0.7% | -1.9% | -2.3% |
| 30D | +5.2% | -1.7% | +7.0% | +6.1% |
| 3M | +9.6% | -2.3% | +11.9% | +10.7% |
| 6M | +23.5% | +1.5% | +22.0% | +22.3% |
| YTD | +33.3% | +12.0% | +21.2% | +25.7% |
| 1Y | +49.1% | +12.9% | +36.2% | +40.1% |
| 3Y | +98.9% | +74.9% | +24.0% | +55.0% |
| 5Y | +207.1% | +59.9% | +147.2% | +146.9% |
| 10Y | +572.5% | +224.6% | +347.9% | +350.1% |
| All | +572.5% | +224.4% | +348.2% | +350.1% |
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 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