+318.5%
NIC vs VT
+221.8%
+96.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | +0.6% | +2.4% | -1.8% | -1.5% |
| 30D | +7.1% | -1.5% | +8.6% | +8.4% |
| 3M | -2.1% | -4.1% | +2.0% | +1.4% |
| 6M | +24.8% | +0.6% | +24.2% | +23.4% |
| YTD | +44.5% | +11.0% | +33.5% | +30.3% |
| 1Y | +40.3% | +13.3% | +26.9% | +24.1% |
| 3Y | +144.7% | +73.4% | +71.3% | +47.2% |
| 5Y | +141.7% | +57.4% | +84.3% | +57.9% |
| All | +318.5% | +221.8% | +96.7% | +53.1% |
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