+14.1%
NG vs VT
+66.2%
-52.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -7.8% | +0.4% | -8.2% | -8.3% |
| 30D | +17.1% | +1.0% | +16.2% | +15.9% |
| 3M | -1.5% | +2.4% | -3.8% | -3.6% |
| 6M | -36.4% | +12.0% | -48.4% | -43.7% |
| YTD | -13.4% | +15.3% | -28.7% | -25.2% |
| 1Y | +19.6% | +22.6% | -3.0% | -3.2% |
| 3Y | +93.1% | +74.7% | +18.4% | +8.0% |
| All | +14.1% | +66.2% | -52.0% | -38.8% |
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