-21.3%
NG vs VT
+59.7%
-81.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.4% | +3.6% |
| 7D | -2.6% | -0.3% | -2.3% | -2.0% |
| 30D | -7.7% | -1.4% | -6.3% | -5.4% |
| 3M | -3.6% | -1.4% | -2.2% | -0.7% |
| 6M | -23.3% | +5.5% | -28.7% | -26.7% |
| YTD | -34.5% | +12.8% | -47.4% | -41.4% |
| 1Y | -20.9% | +15.4% | -36.3% | -30.8% |
| 3Y | +59.3% | +76.9% | -17.6% | -11.6% |
| All | -21.3% | +59.7% | -81.0% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling