+220.0%
NICE vs VT
+355.4%
-135.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.6% |
| 7D | -11.8% | -0.1% | -11.7% | -11.8% |
| 30D | -20.2% | -3.1% | -17.2% | -18.2% |
| 3M | -8.6% | -3.5% | -5.1% | -5.9% |
| 6M | +1.1% | +0.5% | +0.6% | -0.2% |
| YTD | -17.1% | +10.8% | -27.9% | -25.9% |
| 1Y | -26.8% | +11.9% | -38.7% | -35.1% |
| 3Y | -44.9% | +73.0% | -117.9% | -66.8% |
| 5Y | -67.6% | +58.6% | -126.2% | -78.6% |
| 10Y | +38.9% | +219.2% | -180.2% | -51.2% |
| All | +220.0% | +355.4% | -135.5% | -18.3% |
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