+4.4%
NTIC vs VT
+346.0%
-341.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -1.1% | -2.3% | +1.3% | -0.2% |
| 30D | -2.6% | -5.0% | +2.3% | -0.7% |
| 3M | -9.0% | -4.9% | -4.2% | -7.3% |
| 6M | -6.9% | -1.5% | -5.3% | -6.4% |
| YTD | -4.7% | +8.5% | -13.2% | -8.0% |
| 1Y | -7.9% | +11.4% | -19.3% | -12.0% |
| 3Y | -37.4% | +70.1% | -107.5% | -48.8% |
| 5Y | -50.6% | +53.7% | -104.4% | -58.5% |
| 10Y | +29.0% | +220.0% | -190.9% | -15.3% |
| All | +4.4% | +346.0% | -341.6% | -45.0% |
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