+206.0%
NGL vs VT
+23.3%
+182.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.3% | -2.4% |
| 7D | -1.5% | +0.4% | -1.9% | -1.7% |
| 30D | +4.4% | +1.0% | +3.4% | +4.1% |
| 3M | +10.9% | +2.4% | +8.6% | +10.1% |
| 6M | +49.9% | +12.0% | +37.9% | +40.3% |
| YTD | +77.5% | +15.3% | +62.2% | +62.9% |
| 1Y | +206.0% | +22.6% | +183.5% | +190.2% |
| All | +206.0% | +23.3% | +182.7% | +190.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling