-46.6%
NPCE vs VT
+73.7%
-120.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.7% | +6.7% | +6.5% |
| 7D | +3.2% | -0.3% | +3.5% | +3.7% |
| 30D | +0.9% | -1.4% | +2.3% | +2.7% |
| 3M | -5.7% | -1.4% | -4.3% | -4.1% |
| 6M | -21.1% | +5.5% | -26.5% | -25.6% |
| YTD | -13.6% | +12.8% | -26.4% | -24.5% |
| 1Y | +41.9% | +15.4% | +26.5% | +21.6% |
| 3Y | +86.1% | +76.9% | +9.2% | +5.5% |
| 5Y | -15.3% | +60.4% | -75.7% | -45.5% |
| All | -46.6% | +73.7% | -120.2% | -69.2% |
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