-91.6%
NPWR vs VT
+66.2%
-157.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -6.1% |
| 7D | -7.4% | -0.3% | -7.1% | -7.2% |
| 30D | -35.8% | -1.4% | -34.4% | -34.7% |
| 3M | -46.2% | -1.4% | -44.8% | -45.2% |
| 6M | -58.2% | +5.5% | -63.6% | -59.7% |
| YTD | -63.7% | +12.8% | -76.5% | -66.9% |
| 1Y | -76.7% | +15.4% | -92.2% | -79.1% |
| 3Y | -93.8% | +76.9% | -170.7% | -95.1% |
| 5Y | -91.7% | +60.4% | -152.1% | -93.4% |
| All | -91.6% | +66.2% | -157.8% | -93.4% |
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