+29.0%
NTIC vs VT
+224.4%
-195.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.6% |
| 7D | -3.5% | -0.7% | -2.8% | -3.2% |
| 30D | -3.2% | -1.7% | -1.5% | -2.4% |
| 3M | -7.1% | -2.3% | -4.8% | -6.0% |
| 6M | -6.5% | +1.5% | -8.0% | -7.5% |
| YTD | -4.7% | +12.0% | -16.8% | -11.1% |
| 1Y | -8.0% | +12.9% | -20.9% | -14.6% |
| 3Y | -37.5% | +74.9% | -112.4% | -54.2% |
| 5Y | -51.2% | +59.9% | -111.1% | -62.8% |
| 10Y | +29.0% | +224.6% | -195.6% | -7.4% |
| All | +29.0% | +224.4% | -195.3% | -7.4% |
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