+34.3%
NG vs VT
+224.5%
-190.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -7.8% | +0.4% | -8.2% | -8.1% |
| 30D | +17.1% | +1.0% | +16.2% | +16.4% |
| 3M | -1.5% | +2.4% | -3.8% | -2.7% |
| 6M | -36.4% | +12.0% | -48.4% | -40.9% |
| YTD | -13.4% | +15.3% | -28.7% | -20.7% |
| 1Y | +19.6% | +22.6% | -3.0% | +5.1% |
| 3Y | +93.1% | +74.7% | +18.4% | +35.9% |
| 5Y | +10.2% | +66.1% | -55.9% | -21.7% |
| All | +34.3% | +224.5% | -190.2% | -34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling