-23.4%
NVCR vs VT
+263.1%
-286.5%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.6% | -5.4% |
| 7D | -3.0% | +1.0% | -4.1% | -4.3% |
| 30D | +2.8% | -0.2% | +3.0% | +3.2% |
| 3M | 0.0% | +4.5% | -4.5% | -6.4% |
| 6M | +29.2% | +14.1% | +15.2% | +8.8% |
| YTD | +30.3% | +14.8% | +15.6% | +9.0% |
| 1Y | +33.7% | +21.2% | +12.5% | +4.8% |
| 3Y | -15.9% | +76.6% | -92.4% | -57.6% |
| 5Y | -87.6% | +66.6% | -154.2% | -93.1% |
| 10Y | +98.0% | +222.3% | -124.3% | -44.8% |
| All | -23.4% | +263.1% | -286.5% | -78.4% |
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 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