-49.2%
NPCE vs VT
+66.6%
-115.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.1% | -0.8% | -0.4% |
| 7D | -2.5% | -4.2% | +1.7% | +2.5% |
| 30D | +0.2% | -5.8% | +6.0% | +7.2% |
| 3M | -7.4% | -5.2% | -2.1% | -1.5% |
| 6M | -25.5% | +0.1% | -25.7% | -25.7% |
| YTD | -17.8% | +8.2% | -26.0% | -24.8% |
| 1Y | -2.2% | +10.1% | -12.4% | -11.9% |
| 3Y | +77.0% | +69.7% | +7.3% | +5.1% |
| 5Y | -26.9% | +53.4% | -80.3% | -50.5% |
| All | -49.2% | +66.6% | -115.7% | -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 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