+101.5%
NWPX vs VT
+374.2%
-272.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -3.9% | +0.4% | -4.3% | -4.4% |
| 30D | -13.3% | +1.0% | -14.3% | -14.3% |
| 3M | -12.2% | +2.4% | -14.6% | -14.5% |
| 6M | +31.5% | +12.0% | +19.5% | +15.5% |
| YTD | +72.3% | +15.3% | +57.0% | +46.1% |
| 1Y | +106.2% | +22.6% | +83.7% | +62.7% |
| 3Y | +221.6% | +74.7% | +147.0% | +66.6% |
| 5Y | +318.3% | +66.1% | +252.2% | +123.6% |
| 10Y | +819.6% | +225.0% | +594.6% | +118.6% |
| All | +101.5% | +374.2% | -272.7% | -72.7% |
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