-60.5%
NAGE vs VT
+66.2%
-126.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +2.0% |
| 7D | -3.6% | +0.4% | -4.1% | -4.4% |
| 30D | +7.1% | +1.0% | +6.1% | +5.3% |
| 3M | -9.4% | +2.4% | -11.8% | -13.4% |
| 6M | -35.8% | +12.0% | -47.8% | -47.1% |
| YTD | -50.2% | +15.3% | -65.5% | -60.9% |
| 1Y | -66.0% | +22.6% | -88.6% | -76.1% |
| 3Y | +103.2% | +74.7% | +28.5% | -19.1% |
| All | -60.5% | +66.2% | -126.7% | -81.7% |
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 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