+432.2%
NPO vs VT
+224.4%
+207.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.8% | +1.3% |
| 7D | +2.0% | -0.7% | +2.7% | +3.4% |
| 30D | -7.7% | -1.7% | -6.0% | -4.9% |
| 3M | -15.8% | -2.3% | -13.5% | -12.4% |
| 6M | -10.0% | +1.5% | -11.5% | -11.0% |
| YTD | +32.6% | +12.0% | +20.6% | +14.3% |
| 1Y | +32.9% | +12.9% | +20.0% | +13.6% |
| 3Y | +140.2% | +74.9% | +65.3% | +14.4% |
| 5Y | +166.6% | +59.9% | +106.7% | +44.2% |
| 10Y | +432.2% | +224.6% | +207.6% | +1.6% |
| All | +432.2% | +224.4% | +207.9% | +1.6% |
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