+1,512.1%
NEWP vs VT
+214.8%
+1,297.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | -0.5% |
| 7D | -0.4% | -4.2% | +3.8% | +3.6% |
| 30D | -16.7% | -5.8% | -10.9% | -12.1% |
| 3M | -10.3% | -5.2% | -5.0% | -5.4% |
| 6M | -0.7% | +0.1% | -0.9% | +1.3% |
| YTD | +51.6% | +8.2% | +43.3% | +47.6% |
| 1Y | +160.8% | +10.1% | +150.7% | +151.6% |
| 3Y | +220.5% | +69.7% | +150.8% | +139.8% |
| 5Y | +53.3% | +53.4% | -0.1% | +19.0% |
| All | +1,512.1% | +214.8% | +1,297.3% | +1,417.4% |
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