+50.1%
NEWP vs VT
+66.2%
-16.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | 0.0% | -7.9% | -7.9% |
| 7D | -12.5% | +0.4% | -12.9% | -13.0% |
| 30D | +4.0% | +1.0% | +3.1% | +2.9% |
| 3M | +28.8% | +2.4% | +26.4% | +26.5% |
| 6M | +16.4% | +12.0% | +4.4% | +3.5% |
| YTD | +75.8% | +15.3% | +60.4% | +52.5% |
| 1Y | +214.8% | +22.6% | +192.2% | +156.5% |
| 3Y | +139.1% | +74.7% | +64.5% | +40.1% |
| All | +50.1% | +66.2% | -16.1% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling