+522.8%
NVCT vs VT
+67.3%
+455.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -3.2% | +2.4% | -5.6% | -4.4% |
| 30D | +12.4% | -1.5% | +13.9% | +13.3% |
| 3M | +5.3% | -4.1% | +9.4% | +7.7% |
| 6M | +68.1% | +0.6% | +67.6% | +67.2% |
| YTD | +168.1% | +11.0% | +157.0% | +154.3% |
| 1Y | +241.9% | +13.3% | +228.5% | +221.4% |
| 3Y | +142.4% | +73.4% | +69.0% | +106.5% |
| All | +522.8% | +67.3% | +455.5% | +427.7% |
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