+1,612.1%
NEWP vs VT
+215.5%
+1,396.6%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.2% | +6.0% | +6.0% |
| 7D | +16.3% | -2.3% | +18.6% | +18.8% |
| 30D | -8.6% | -5.0% | -3.6% | -4.1% |
| 3M | -4.4% | -4.9% | +0.5% | +0.5% |
| 6M | -4.6% | -1.5% | -3.0% | -1.4% |
| YTD | +61.0% | +8.5% | +52.5% | +56.5% |
| 1Y | +170.3% | +11.4% | +159.0% | +158.7% |
| 3Y | +236.3% | +70.1% | +166.2% | +151.1% |
| 5Y | +62.8% | +53.7% | +9.1% | +26.2% |
| All | +1,612.1% | +215.5% | +1,396.6% | +1,508.5% |
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