-82.1%
NAGE vs VT
+355.4%
-437.5%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.5% | -5.2% | -5.4% |
| 7D | -8.9% | -0.1% | -8.8% | -8.3% |
| 30D | -20.1% | -3.1% | -17.0% | -18.2% |
| 3M | -29.5% | -3.5% | -26.0% | -27.7% |
| 6M | -48.4% | +0.5% | -48.9% | -48.2% |
| YTD | -66.2% | +10.8% | -77.0% | -67.7% |
| 1Y | -69.7% | +11.9% | -81.6% | -71.2% |
| 3Y | +56.9% | +73.0% | -16.0% | +21.9% |
| 5Y | -64.8% | +58.6% | -123.4% | -71.2% |
| 10Y | -22.9% | +219.2% | -242.1% | -48.0% |
| All | -82.1% | +355.4% | -437.5% | -86.7% |
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