-63.7%
NAGE vs VT
+57.4%
-121.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | +2.6% | +7.5% | +5.7% |
| 7D | -5.0% | +0.4% | -5.4% | -4.4% |
| 30D | -15.2% | -2.6% | -12.6% | -10.3% |
| 3M | -26.9% | -3.2% | -23.7% | -21.9% |
| 6M | -45.3% | +0.9% | -46.3% | -45.8% |
| YTD | -64.2% | +11.3% | -75.5% | -69.8% |
| 1Y | -66.7% | +14.0% | -80.7% | -73.1% |
| 3Y | +60.6% | +75.8% | -15.3% | -36.5% |
| 5Y | -63.7% | +57.8% | -121.5% | -81.3% |
| All | -63.7% | +57.4% | -121.1% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling