+17.9%
NPFI vs VT
+49.8%
-32.0%
-3.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.3% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | +1.1% | -2.6% | +3.7% | +1.5% |
| 3M | -1.0% | -3.2% | +2.2% | -0.6% |
| 6M | -0.1% | +0.9% | -1.0% | -0.3% |
| YTD | +1.5% | +11.3% | -9.9% | -0.1% |
| 1Y | +2.7% | +14.0% | -11.3% | +0.8% |
| All | +17.9% | +49.8% | -32.0% | +11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling