+96.1%
NOCT vs VT
+131.9%
-35.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.2% | -1.8% |
| 7D | -5.5% | -4.2% | -1.3% | -3.5% |
| 30D | -7.9% | -5.8% | -2.1% | -5.2% |
| 3M | -4.8% | -5.2% | +0.5% | -2.3% |
| 6M | -1.5% | +0.1% | -1.7% | -1.7% |
| YTD | +3.8% | +8.2% | -4.5% | -0.3% |
| 1Y | +4.5% | +10.1% | -5.7% | -0.5% |
| 3Y | +38.7% | +69.7% | -31.0% | +7.6% |
| 5Y | +48.7% | +53.4% | -4.7% | +18.4% |
| All | +96.1% | +131.9% | -35.8% | +30.7% |
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