-93.8%
NCMI price history and return analytics
+368.9%
-462.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.6% |
| 7D | -2.4% | -1.1% | -1.3% | -1.2% |
| 30D | +9.0% | -1.0% | +10.0% | +10.3% |
| 3M | -32.4% | +3.2% | -35.6% | -35.4% |
| 6M | -28.1% | +12.5% | -40.6% | -38.1% |
| YTD | -36.6% | +14.1% | -50.7% | -46.2% |
| 1Y | -47.5% | +18.9% | -66.4% | -57.5% |
| 3Y | -46.8% | +74.1% | -120.8% | -72.5% |
| 5Y | -88.9% | +66.9% | -155.8% | -93.7% |
| 10Y | -97.0% | +228.3% | -325.3% | -99.1% |
| All | -93.8% | +368.9% | -462.7% | -98.8% |
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