+1,285.0%
NEWP vs VT
+674.2%
+610.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +1.7% | +12.8% | +13.5% |
| 7D | -1.8% | -0.3% | -1.5% | -1.4% |
| 30D | -10.8% | -1.4% | -9.4% | -9.8% |
| 3M | +5.7% | -1.4% | +7.1% | +7.1% |
| 6M | -3.8% | +5.5% | -9.3% | -5.2% |
| YTD | +57.8% | +12.8% | +45.0% | +51.6% |
| 1Y | +166.3% | +15.4% | +150.9% | +153.6% |
| 3Y | +233.7% | +76.9% | +156.9% | +167.5% |
| 5Y | +53.5% | +60.4% | -6.9% | +27.1% |
| 10Y | +1,578.8% | +232.8% | +1,346.0% | +1,014.4% |
| All | +1,285.0% | +674.2% | +610.8% | +825.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling