-26.9%
NPCE vs VT
+53.2%
-80.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.1% | -0.8% | -0.5% |
| 7D | -2.5% | -4.2% | +1.7% | +2.4% |
| 30D | +0.2% | -5.8% | +6.0% | +7.1% |
| 3M | -7.4% | -5.2% | -2.1% | -1.7% |
| 6M | -25.5% | +0.1% | -25.7% | -25.6% |
| YTD | -17.8% | +8.2% | -26.0% | -24.6% |
| 1Y | -2.2% | +10.1% | -12.4% | -11.7% |
| 3Y | +77.0% | +69.7% | +7.3% | +7.4% |
| 5Y | -26.9% | +53.4% | -80.3% | -55.0% |
| All | -26.9% | +53.2% | -80.1% | -55.0% |
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