-92.3%
NPWR vs VT
+53.2%
-145.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.1% | -3.5% | -3.3% |
| 7D | -8.5% | -4.2% | -4.3% | -4.3% |
| 30D | -41.6% | -5.8% | -35.8% | -37.6% |
| 3M | -49.7% | -5.2% | -44.4% | -46.4% |
| 6M | -62.5% | +0.1% | -62.6% | -61.9% |
| YTD | -66.4% | +8.2% | -74.7% | -68.1% |
| 1Y | -78.7% | +10.1% | -88.9% | -80.0% |
| 3Y | -94.3% | +69.7% | -163.9% | -95.3% |
| 5Y | -92.3% | +53.4% | -145.7% | -93.7% |
| All | -92.3% | +53.2% | -145.5% | -93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling