+157.9%
NPK vs VT
+224.4%
-66.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.7% | -2.3% |
| 7D | -4.2% | -0.7% | -3.5% | -3.6% |
| 30D | -3.3% | -1.7% | -1.6% | -2.2% |
| 3M | +3.7% | -2.3% | +6.0% | +5.3% |
| 6M | +1.8% | +1.5% | +0.3% | +0.7% |
| YTD | +35.3% | +12.0% | +23.2% | +25.6% |
| 1Y | +45.8% | +12.9% | +32.9% | +34.7% |
| 3Y | +97.5% | +74.9% | +22.5% | +37.7% |
| 5Y | +96.9% | +59.9% | +36.9% | +44.0% |
| 10Y | +157.9% | +224.6% | -66.7% | +16.3% |
| All | +157.9% | +224.4% | -66.4% | +16.3% |
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 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