-14.1%
NG vs VT
+356.1%
-370.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -9.3% | -1.6% | -7.7% | -8.1% |
| 30D | -12.2% | -2.5% | -9.7% | -10.2% |
| 3M | -3.2% | -1.3% | -1.9% | -1.5% |
| 6M | -28.6% | +3.1% | -31.7% | -29.1% |
| YTD | -38.3% | +10.9% | -49.2% | -41.3% |
| 1Y | -29.1% | +12.1% | -41.2% | -32.8% |
| 3Y | +50.1% | +73.9% | -23.8% | +5.2% |
| 5Y | -22.9% | +58.0% | -80.9% | -42.3% |
| 10Y | +6.7% | +225.5% | -218.8% | -53.8% |
| All | -14.1% | +356.1% | -370.2% | -78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling