+101.6%
NOCT vs VT
+138.5%
-36.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +0.7% |
| 7D | -0.1% | +0.4% | -0.5% | -0.3% |
| 30D | -5.0% | -2.6% | -2.4% | -3.7% |
| 3M | -2.3% | -3.2% | +0.9% | -0.8% |
| 6M | +0.2% | +0.9% | -0.7% | -0.3% |
| YTD | +6.7% | +11.3% | -4.6% | +1.1% |
| 1Y | +8.3% | +14.0% | -5.7% | +1.5% |
| 3Y | +42.1% | +75.8% | -33.7% | +8.4% |
| 5Y | +53.1% | +57.8% | -4.8% | +20.2% |
| All | +101.6% | +138.5% | -36.9% | +32.5% |
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