+181.9%
NTIP vs VT
+374.2%
-192.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.6% | +0.4% | +2.1% | +2.5% |
| 30D | 0.0% | +1.0% | -1.0% | -0.2% |
| 3M | +7.4% | +2.4% | +5.0% | +6.9% |
| 6M | +11.1% | +12.0% | -0.9% | +9.1% |
| YTD | +26.4% | +15.3% | +11.0% | +23.5% |
| 1Y | +6.0% | +22.6% | -16.6% | +2.6% |
| 3Y | -9.9% | +74.7% | -84.6% | -17.4% |
| 5Y | -32.6% | +66.1% | -98.7% | -38.0% |
| 10Y | -9.8% | +225.0% | -234.8% | -23.3% |
| All | +181.9% | +374.2% | -192.3% | +145.1% |
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