+68.8%
NWPX vs VT
+355.4%
-286.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.1% |
| 7D | -6.2% | -0.1% | -6.1% | -5.8% |
| 30D | -11.0% | -3.1% | -7.9% | -7.4% |
| 3M | -21.3% | -3.5% | -17.8% | -17.7% |
| 6M | -19.9% | +0.5% | -20.3% | -20.0% |
| YTD | +44.3% | +10.8% | +33.5% | +28.7% |
| 1Y | +52.9% | +11.9% | +41.0% | +34.8% |
| 3Y | +242.9% | +73.0% | +169.9% | +80.0% |
| 5Y | +214.2% | +58.6% | +155.6% | +77.9% |
| 10Y | +461.5% | +219.2% | +242.3% | +37.0% |
| All | +68.8% | +355.4% | -286.7% | -75.9% |
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