-99.9%
NTCL vs VT
+31.1%
-131.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.5% | -17.8% | -18.5% |
| 7D | -39.6% | -0.1% | -39.5% | -40.2% |
| 30D | -84.5% | -3.1% | -81.4% | -85.2% |
| 3M | -91.6% | -3.5% | -88.1% | -92.0% |
| 6M | -98.7% | +0.5% | -99.2% | -98.5% |
| YTD | -98.7% | +10.8% | -109.4% | -98.3% |
| 1Y | -99.6% | +11.9% | -111.5% | -99.5% |
| All | -99.9% | +31.1% | -131.0% | -99.9% |
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