+79.0%
NEWT vs VT
+217.6%
-138.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.7% |
| 7D | +1.9% | -0.1% | +2.0% | +2.0% |
| 30D | -0.4% | -3.1% | +2.7% | +3.0% |
| 3M | -14.3% | -3.5% | -10.8% | -11.0% |
| 6M | -21.6% | +0.5% | -22.1% | -22.3% |
| YTD | +0.2% | +10.8% | -10.6% | -10.2% |
| 1Y | +14.0% | +11.9% | +2.2% | +1.2% |
| 3Y | -3.0% | +73.0% | -75.9% | -44.5% |
| 5Y | -44.8% | +58.6% | -103.4% | -65.6% |
| 10Y | +79.0% | +219.2% | -140.2% | -45.0% |
| All | +79.0% | +217.6% | -138.7% | -45.0% |
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