-89.8%
NCMI price history and return analytics
+65.7%
-155.5%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.9% |
| 7D | -2.4% | -1.1% | -1.3% | -1.0% |
| 30D | +9.0% | -1.0% | +10.0% | +10.6% |
| 3M | -32.4% | +3.2% | -35.6% | -36.1% |
| 6M | -28.1% | +12.5% | -40.6% | -40.6% |
| YTD | -36.6% | +14.1% | -50.7% | -48.7% |
| 1Y | -47.5% | +18.9% | -66.4% | -60.1% |
| 3Y | -46.8% | +74.1% | -120.8% | -78.9% |
| All | -89.8% | +65.7% | -155.5% | -95.3% |
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