+228.2%
NICE vs VT
+346.0%
-117.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | 0.0% |
| 7D | -15.5% | -2.3% | -13.2% | -13.8% |
| 30D | -17.4% | -5.0% | -12.5% | -13.8% |
| 3M | -1.0% | -4.9% | +3.9% | +3.4% |
| 6M | -0.7% | -1.5% | +0.8% | -0.2% |
| YTD | -14.9% | +8.5% | -23.4% | -22.5% |
| 1Y | -23.9% | +11.4% | -35.3% | -32.2% |
| 3Y | -42.8% | +70.1% | -112.9% | -65.0% |
| 5Y | -65.2% | +53.7% | -119.0% | -76.4% |
| 10Y | +48.8% | +220.0% | -171.2% | -47.9% |
| All | +228.2% | +346.0% | -117.8% | -14.6% |
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