+78.1%
NVCR vs VT
+226.9%
-148.8%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -0.7% |
| 7D | -13.0% | -2.0% | -11.0% | -10.5% |
| 30D | -13.1% | -1.4% | -11.7% | -11.3% |
| 3M | -7.8% | +4.7% | -12.5% | -14.1% |
| 6M | +20.4% | +11.4% | +9.0% | +4.2% |
| YTD | +18.7% | +13.1% | +5.7% | +0.9% |
| 1Y | +25.7% | +19.0% | +6.7% | +0.4% |
| 3Y | -23.4% | +73.9% | -97.3% | -61.3% |
| 5Y | -88.4% | +65.4% | -153.7% | -93.6% |
| All | +78.1% | +226.9% | -148.8% | -57.2% |
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