+22.2%
NG vs VT
+228.2%
-205.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.4% | +4.6% |
| 7D | -2.6% | -0.3% | -2.3% | -2.2% |
| 30D | -7.7% | -1.4% | -6.3% | -6.3% |
| 3M | -3.6% | -1.4% | -2.2% | -1.8% |
| 6M | -23.3% | +5.5% | -28.7% | -25.2% |
| YTD | -34.5% | +12.8% | -47.4% | -38.6% |
| 1Y | -20.9% | +15.4% | -36.3% | -26.8% |
| 3Y | +59.3% | +76.9% | -17.6% | +12.9% |
| 5Y | -17.7% | +60.4% | -78.1% | -39.6% |
| All | +22.2% | +228.2% | -205.9% | -46.2% |
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