+442.9%
NPO vs VT
+223.7%
+219.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.6% | +4.3% | +3.1% |
| 7D | +2.7% | +0.4% | +2.3% | +2.3% |
| 30D | -11.3% | -2.6% | -8.7% | -7.5% |
| 3M | -17.0% | -3.2% | -13.7% | -12.5% |
| 6M | -10.5% | +0.9% | -11.5% | -10.8% |
| YTD | +29.4% | +11.3% | +18.1% | +12.6% |
| 1Y | +30.2% | +14.0% | +16.2% | +9.8% |
| 3Y | +134.4% | +75.8% | +58.6% | +10.9% |
| 5Y | +168.9% | +57.8% | +111.1% | +48.3% |
| 10Y | +442.9% | +219.8% | +223.1% | +9.0% |
| All | +442.9% | +223.7% | +219.2% | +9.0% |
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