+51.7%
NLOP vs VT
+78.5%
-26.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +3.6% | -2.3% | +5.9% | +4.8% |
| 30D | -2.9% | -5.0% | +2.0% | -0.3% |
| 3M | -20.5% | -4.9% | -15.6% | -18.4% |
| 6M | -28.3% | -1.5% | -26.7% | -28.1% |
| YTD | -12.5% | +8.5% | -21.0% | -18.0% |
| 1Y | -10.7% | +11.4% | -22.1% | -18.0% |
| 3Y | +135.2% | +70.1% | +65.1% | +123.4% |
| All | +51.7% | +78.5% | -26.9% | +73.1% |
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