+418.2%
NPO vs VT
+217.6%
+200.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | +0.2% |
| 7D | -3.6% | -0.1% | -3.5% | -3.3% |
| 30D | -11.7% | -3.1% | -8.7% | -7.3% |
| 3M | -17.2% | -3.5% | -13.7% | -12.4% |
| 6M | -10.9% | +0.5% | -11.4% | -10.6% |
| YTD | +28.8% | +10.8% | +18.0% | +12.8% |
| 1Y | +28.7% | +11.9% | +16.8% | +11.4% |
| 3Y | +133.3% | +73.0% | +60.3% | +12.9% |
| 5Y | +163.9% | +58.6% | +105.3% | +44.4% |
| 10Y | +418.2% | +219.2% | +199.0% | +1.7% |
| All | +418.2% | +217.6% | +200.6% | +1.7% |
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