+49.1%
NICE vs VT
+221.4%
-172.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.4% |
| 7D | -4.8% | +1.0% | -5.8% | -5.6% |
| 30D | -0.4% | -0.2% | -0.1% | -0.1% |
| 3M | +11.1% | +4.5% | +6.5% | +6.4% |
| 6M | -20.4% | +14.1% | -34.5% | -30.3% |
| YTD | -10.2% | +14.8% | -25.0% | -22.0% |
| 1Y | -29.0% | +21.2% | -50.2% | -41.4% |
| 3Y | -45.9% | +76.6% | -122.4% | -68.0% |
| 5Y | -65.6% | +66.6% | -132.2% | -78.6% |
| 10Y | +49.1% | +222.3% | -173.2% | -44.1% |
| All | +49.1% | +221.4% | -172.3% | -44.1% |
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