+1,025.0%
NIC vs VT
+269.8%
+755.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | 0.0% |
| 7D | +0.9% | -2.3% | +3.2% | +2.6% |
| 30D | +6.9% | -5.0% | +11.9% | +10.9% |
| 3M | -0.2% | -4.9% | +4.6% | +3.3% |
| 6M | +17.5% | -1.5% | +19.0% | +18.3% |
| YTD | +43.7% | +8.5% | +35.2% | +34.5% |
| 1Y | +40.5% | +11.4% | +29.1% | +28.9% |
| 3Y | +141.3% | +70.1% | +71.3% | +63.1% |
| 5Y | +136.9% | +53.7% | +83.1% | +70.8% |
| 10Y | +370.2% | +220.0% | +150.3% | +138.4% |
| All | +1,025.0% | +269.8% | +755.2% | +513.6% |
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 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