+101.2%
NG vs VT
+75.0%
+26.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -7.8% | +0.4% | -8.2% | -8.4% |
| 30D | +17.1% | +1.0% | +16.2% | +15.5% |
| 3M | -1.5% | +2.4% | -3.8% | -4.4% |
| 6M | -36.4% | +12.0% | -48.4% | -46.0% |
| YTD | -13.4% | +15.3% | -28.7% | -28.6% |
| 1Y | +19.6% | +22.6% | -3.0% | -9.1% |
| All | +101.2% | +75.0% | +26.3% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling