+133.3%
NGG vs VT
+223.7%
-90.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | -0.1% |
| 7D | -0.2% | +0.4% | -0.6% | -0.5% |
| 30D | +10.2% | -2.6% | +12.8% | +11.7% |
| 3M | +4.2% | -3.2% | +7.4% | +5.9% |
| 6M | -0.5% | +0.9% | -1.4% | -1.4% |
| YTD | +11.8% | +11.3% | +0.5% | +4.7% |
| 1Y | +12.8% | +14.0% | -1.2% | +4.1% |
| 3Y | +71.8% | +75.8% | -4.1% | +20.3% |
| 5Y | +78.7% | +57.8% | +20.8% | +32.0% |
| 10Y | +133.3% | +219.8% | -86.5% | +9.0% |
| All | +133.3% | +223.7% | -90.4% | +9.0% |
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