+519.4%
NPK vs VT
+374.2%
+145.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -3.2% | +0.4% | -3.7% | -3.6% |
| 30D | +5.8% | +1.0% | +4.9% | +5.0% |
| 3M | +12.7% | +2.4% | +10.3% | +10.4% |
| 6M | +5.0% | +12.0% | -7.0% | -4.1% |
| YTD | +39.4% | +15.3% | +24.0% | +24.1% |
| 1Y | +36.8% | +22.6% | +14.2% | +15.9% |
| 3Y | +115.3% | +74.7% | +40.6% | +36.3% |
| 5Y | +109.6% | +66.1% | +43.5% | +36.1% |
| 10Y | +169.7% | +225.0% | -55.3% | -4.1% |
| All | +519.4% | +374.2% | +145.2% | +38.4% |
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 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