+56.4%
NLOP vs VT
+83.3%
-26.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.8% |
| 7D | +6.1% | +2.9% | +3.2% | +4.5% |
| 30D | -0.5% | -2.5% | +2.0% | +0.7% |
| 3M | -17.3% | -3.3% | -14.0% | -15.9% |
| 6M | -18.8% | +1.5% | -20.3% | -19.9% |
| YTD | -9.8% | +11.4% | -21.1% | -16.7% |
| 1Y | -9.6% | +11.9% | -21.5% | -16.8% |
| 3Y | +100.8% | +73.9% | +26.9% | +87.0% |
| All | +56.4% | +83.3% | -26.9% | +76.0% |
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 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