+1,165.0%
NEWP vs VT
+221.8%
+943.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.4% |
| 7D | -10.4% | +2.4% | -12.8% | -12.1% |
| 30D | -13.4% | -1.5% | -11.9% | -11.8% |
| 3M | -24.7% | -4.1% | -20.6% | -21.4% |
| 6M | -15.2% | +0.6% | -15.8% | -13.9% |
| YTD | +44.2% | +11.0% | +33.1% | +37.5% |
| 1Y | +104.9% | +13.3% | +91.5% | +93.1% |
| 3Y | +253.8% | +73.4% | +180.5% | +159.8% |
| 5Y | +20.5% | +57.4% | -37.0% | -8.4% |
| All | +1,165.0% | +221.8% | +943.2% | +1,078.2% |
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