+89.0%
NGG vs VT
+224.5%
-135.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | -1.6% | +0.4% | -2.0% | -1.8% |
| 30D | -2.7% | +1.0% | -3.6% | -3.2% |
| 3M | -4.0% | +2.4% | -6.4% | -5.5% |
| 6M | -11.3% | +12.0% | -23.3% | -17.1% |
| YTD | +3.7% | +15.3% | -11.7% | -4.8% |
| 1Y | +18.0% | +22.6% | -4.6% | +4.4% |
| 3Y | +53.1% | +74.7% | -21.6% | +7.9% |
| 5Y | +63.3% | +66.1% | -2.9% | +17.0% |
| All | +89.0% | +224.5% | -135.4% | -13.1% |
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