-41.5%
NPT vs VT
+17.8%
-59.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -18.7% | +0.4% | -19.1% | -19.5% |
| 30D | -25.8% | +1.0% | -26.8% | -27.2% |
| 3M | +127.8% | +2.4% | +125.4% | +113.4% |
| 6M | -80.7% | +12.0% | -92.7% | -86.4% |
| YTD | -42.1% | +15.3% | -57.5% | -64.9% |
| All | -41.5% | +17.8% | -59.4% | -69.6% |
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 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