+300.5%
NGG vs VT
+345.0%
-44.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +3.5% |
| 7D | +2.0% | -4.2% | +6.2% | +4.8% |
| 30D | +11.8% | -5.8% | +17.6% | +16.1% |
| 3M | +7.1% | -5.2% | +12.3% | +10.7% |
| 6M | +0.6% | +0.1% | +0.5% | +0.1% |
| YTD | +14.0% | +8.2% | +5.8% | +7.6% |
| 1Y | +18.7% | +10.1% | +8.5% | +10.6% |
| 3Y | +70.5% | +69.7% | +0.8% | +16.7% |
| 5Y | +81.4% | +53.4% | +28.0% | +31.2% |
| 10Y | +135.1% | +219.2% | -84.1% | -2.0% |
| All | +300.5% | +345.0% | -44.5% | +9.4% |
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