+702.9%
NEWT vs VT
+374.2%
+328.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +4.5% | +0.4% | +4.0% | +4.2% |
| 30D | -17.8% | +1.0% | -18.8% | -18.3% |
| 3M | -4.8% | +2.4% | -7.2% | -6.4% |
| 6M | +1.0% | +12.0% | -11.0% | -5.9% |
| YTD | +13.0% | +15.3% | -2.4% | +3.6% |
| 1Y | +7.4% | +22.6% | -15.2% | -5.1% |
| 3Y | -15.4% | +74.7% | -90.0% | -38.6% |
| 5Y | -37.8% | +66.1% | -103.9% | -53.5% |
| 10Y | +127.4% | +225.0% | -97.6% | +24.7% |
| All | +702.9% | +374.2% | +328.8% | +292.4% |
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 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