+511.3%
NPO vs VT
+222.7%
+288.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | +0.8% |
| 7D | +3.5% | -0.1% | +3.7% | +3.7% |
| 30D | -9.4% | -0.7% | -8.8% | -8.5% |
| 3M | -8.6% | +4.0% | -12.6% | -13.1% |
| 6M | +20.7% | +12.3% | +8.5% | +3.2% |
| YTD | +41.0% | +14.0% | +26.9% | +18.0% |
| 1Y | +39.5% | +20.3% | +19.2% | +8.7% |
| 3Y | +146.4% | +75.4% | +70.9% | +16.5% |
| 5Y | +276.0% | +66.0% | +210.0% | +92.0% |
| 10Y | +511.3% | +228.2% | +283.1% | +25.6% |
| All | +511.3% | +222.7% | +288.7% | +25.6% |
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