-47.4%
NPCE vs VT
+71.3%
-118.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.6% | +2.4% | +2.1% |
| 7D | +6.3% | +0.4% | +6.0% | +6.1% |
| 30D | +3.6% | -2.6% | +6.1% | +6.9% |
| 3M | -11.5% | -3.2% | -8.3% | -8.1% |
| 6M | -28.5% | +0.9% | -29.4% | -29.2% |
| YTD | -15.0% | +11.3% | -26.3% | -24.6% |
| 1Y | 0.0% | +14.0% | -14.0% | -13.2% |
| 3Y | +69.5% | +75.8% | -6.3% | -3.0% |
| 5Y | -20.5% | +57.8% | -78.3% | -47.8% |
| All | -47.4% | +71.3% | -118.8% | -69.3% |
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