+3.5%
NTCT vs VT
+224.4%
-220.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.2% |
| 7D | -14.1% | -0.7% | -13.4% | -12.9% |
| 30D | -18.3% | -1.7% | -16.6% | -16.3% |
| 3M | -15.2% | -2.3% | -12.9% | -12.6% |
| 6M | -19.5% | +1.5% | -21.1% | -20.2% |
| YTD | +20.9% | +12.0% | +8.9% | +8.0% |
| 1Y | +15.6% | +12.9% | +2.7% | +2.6% |
| 3Y | +60.1% | +74.9% | -14.9% | -8.5% |
| 5Y | -0.1% | +59.9% | -60.0% | -37.8% |
| 10Y | +3.5% | +224.6% | -221.1% | -73.8% |
| All | +3.5% | +224.4% | -220.8% | -73.8% |
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