+1,018.5%
NIC vs VT
+293.2%
+725.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.7% |
| 7D | +0.4% | +0.4% | 0.0% | +0.1% |
| 30D | -1.0% | +1.0% | -1.9% | -1.7% |
| 3M | +26.6% | +2.4% | +24.2% | +24.1% |
| 6M | +12.0% | +12.0% | 0.0% | +2.6% |
| YTD | +42.9% | +15.3% | +27.5% | +28.0% |
| 1Y | +26.3% | +22.6% | +3.7% | +8.0% |
| 3Y | +128.3% | +74.7% | +53.7% | +51.6% |
| 5Y | +132.6% | +66.1% | +66.5% | +58.8% |
| 10Y | +381.0% | +225.0% | +155.9% | +134.2% |
| All | +1,018.5% | +293.2% | +725.3% | +484.2% |
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