-81.0%
NAGE vs VT
+357.6%
-438.6%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.1% | +2.6% | +7.5% | +8.7% |
| 7D | -5.0% | +0.4% | -5.4% | -4.7% |
| 30D | -15.2% | -2.6% | -12.6% | -13.5% |
| 3M | -26.9% | -3.2% | -23.7% | -25.1% |
| 6M | -45.3% | +0.9% | -46.3% | -45.3% |
| YTD | -64.2% | +11.3% | -75.5% | -65.9% |
| 1Y | -66.7% | +14.0% | -80.7% | -68.7% |
| 3Y | +60.6% | +75.8% | -15.3% | +23.7% |
| 5Y | -63.7% | +57.8% | -121.5% | -70.3% |
| 10Y | -10.6% | +219.8% | -230.4% | -39.8% |
| All | -81.0% | +357.6% | -438.6% | -85.9% |
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