+1,212.5%
NEWP vs VT
+222.7%
+989.8%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.3% | -2.4% |
| 7D | -1.3% | +2.9% | -4.2% | -3.6% |
| 30D | -15.9% | -2.5% | -13.4% | -13.6% |
| 3M | -20.6% | -3.3% | -17.2% | -17.6% |
| 6M | -13.2% | +1.5% | -14.8% | -12.5% |
| YTD | +49.6% | +11.4% | +38.2% | +42.3% |
| 1Y | +113.4% | +11.9% | +101.5% | +102.8% |
| 3Y | +250.0% | +73.9% | +176.1% | +156.3% |
| 5Y | +25.0% | +57.9% | -32.9% | -5.2% |
| All | +1,212.5% | +222.7% | +989.8% | +1,119.3% |
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 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