+191.3%
NTIP vs VT
+345.0%
-153.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.6% |
| 7D | +0.6% | -4.2% | +4.8% | +1.3% |
| 30D | -1.8% | -5.8% | +4.0% | -0.9% |
| 3M | +3.3% | -5.2% | +8.6% | +4.2% |
| 6M | +14.8% | +0.1% | +14.7% | +14.7% |
| YTD | +30.6% | +8.2% | +22.4% | +28.9% |
| 1Y | +11.8% | +10.1% | +1.7% | +10.0% |
| 3Y | -8.8% | +69.7% | -78.5% | -15.9% |
| 5Y | -27.5% | +53.4% | -80.8% | -32.5% |
| 10Y | -4.7% | +219.2% | -223.9% | -18.4% |
| All | +191.3% | +345.0% | -153.7% | +155.7% |
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 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