-99.2%
NTCL vs VT
+35.8%
-135.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +5.0% | +3.9% |
| 7D | +11.7% | +1.0% | +10.7% | +13.0% |
| 30D | -26.1% | -0.2% | -25.8% | -26.4% |
| 3M | -98.2% | +4.5% | -102.8% | -97.7% |
| 6M | -85.2% | +14.1% | -99.2% | -79.8% |
| YTD | -87.9% | +14.8% | -102.6% | -83.4% |
| 1Y | -97.5% | +21.2% | -118.7% | -96.5% |
| All | -99.2% | +35.8% | -135.0% | -98.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling