-40.3%
NPCE vs VT
+77.5%
-117.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.4% | +0.4% | +3.0% | +2.8% |
| 30D | +8.8% | +1.0% | +7.8% | +7.5% |
| 3M | -8.7% | +2.4% | -11.1% | -11.2% |
| 6M | +6.8% | +12.0% | -5.2% | -5.9% |
| YTD | -3.5% | +15.3% | -18.8% | -17.8% |
| 1Y | +55.0% | +22.6% | +32.5% | +24.4% |
| 3Y | +66.9% | +74.7% | -7.8% | -4.9% |
| 5Y | -37.3% | +66.1% | -103.5% | -61.0% |
| All | -40.3% | +77.5% | -117.8% | -66.5% |
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