+29.7%
NG vs VT
+222.7%
-193.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.2% | -4.3% |
| 7D | -5.1% | +2.9% | -8.0% | -7.3% |
| 30D | -13.1% | -2.5% | -10.6% | -11.0% |
| 3M | -26.8% | -3.3% | -23.5% | -24.2% |
| 6M | -37.0% | +1.5% | -38.5% | -36.8% |
| YTD | -38.2% | +11.4% | -49.6% | -41.3% |
| 1Y | -34.0% | +11.9% | -45.9% | -37.5% |
| 3Y | +60.9% | +73.9% | -13.0% | +15.7% |
| 5Y | -29.7% | +57.9% | -87.6% | -47.8% |
| All | +29.7% | +222.7% | -193.0% | -35.5% |
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