+47.3%
NICE vs VT
+221.8%
-174.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.3% |
| 7D | -0.1% | +2.4% | -2.5% | -2.1% |
| 30D | -13.5% | -1.5% | -12.0% | -12.5% |
| 3M | -8.8% | -4.1% | -4.6% | -5.5% |
| 6M | +11.2% | +0.6% | +10.6% | +9.7% |
| YTD | -15.0% | +11.0% | -26.1% | -24.2% |
| 1Y | -27.2% | +13.3% | -40.6% | -36.2% |
| 3Y | -44.2% | +73.4% | -117.6% | -66.6% |
| 5Y | -69.2% | +57.4% | -126.6% | -80.0% |
| All | +47.3% | +221.8% | -174.4% | -43.2% |
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 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