-51.7%
NTIC vs VT
+53.4%
-105.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -1.1% | -2.3% | +1.3% | 0.0% |
| 30D | -2.6% | -5.0% | +2.3% | -0.4% |
| 3M | -9.0% | -4.9% | -4.2% | -6.9% |
| 6M | -6.9% | -1.5% | -5.3% | -6.4% |
| YTD | -4.7% | +8.5% | -13.2% | -8.7% |
| 1Y | -7.9% | +11.4% | -19.3% | -13.0% |
| 3Y | -37.4% | +70.1% | -107.5% | -49.9% |
| All | -51.7% | +53.4% | -105.2% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling