+682.0%
NPO vs VT
+346.0%
+336.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.2% |
| 7D | -4.9% | -2.3% | -2.6% | -2.4% |
| 30D | -18.7% | -5.0% | -13.7% | -13.9% |
| 3M | -23.1% | -4.9% | -18.2% | -18.6% |
| 6M | -15.5% | -1.5% | -14.0% | -13.3% |
| YTD | +21.0% | +8.5% | +12.6% | +12.5% |
| 1Y | +22.0% | +11.4% | +10.6% | +10.6% |
| 3Y | +118.8% | +70.1% | +48.7% | +31.5% |
| 5Y | +168.3% | +53.7% | +114.6% | +79.4% |
| 10Y | +429.7% | +220.0% | +209.7% | +90.6% |
| All | +682.0% | +346.0% | +336.0% | +115.0% |
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 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