+3.5%
NPFD vs VT
+56.0%
-52.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -0.5% |
| 7D | -0.7% | -4.2% | +3.5% | +0.9% |
| 30D | -3.0% | -5.8% | +2.8% | -0.8% |
| 3M | -5.5% | -5.2% | -0.3% | -3.6% |
| 6M | -8.0% | +0.1% | -8.1% | -8.1% |
| YTD | -3.6% | +8.2% | -11.8% | -6.7% |
| 1Y | -6.3% | +10.1% | -16.4% | -9.9% |
| 3Y | +44.3% | +69.7% | -25.4% | +16.9% |
| All | +3.5% | +56.0% | -52.5% | -17.4% |
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