+600.4%
NEWT vs VT
+345.0%
+255.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +1.0% | -0.5% |
| 7D | -3.1% | -4.2% | +1.1% | -0.4% |
| 30D | -4.6% | -5.8% | +1.2% | -1.0% |
| 3M | -28.3% | -5.2% | -23.0% | -25.8% |
| 6M | -15.1% | +0.1% | -15.2% | -15.2% |
| YTD | -1.5% | +8.2% | -9.7% | -5.9% |
| 1Y | +8.2% | +10.1% | -1.9% | +2.2% |
| 3Y | -17.6% | +69.7% | -87.2% | -39.1% |
| 5Y | -50.3% | +53.4% | -103.7% | -61.0% |
| 10Y | +79.7% | +219.2% | -139.5% | +0.9% |
| All | +600.4% | +345.0% | +255.5% | +256.4% |
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