+45.1%
NGL vs VT
+215.5%
-170.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.1% |
| 7D | -9.0% | -2.3% | -6.6% | -6.5% |
| 30D | -1.8% | -5.0% | +3.1% | +4.1% |
| 3M | -13.8% | -4.9% | -9.0% | -8.7% |
| 6M | -6.0% | -1.5% | -4.5% | -5.3% |
| YTD | +49.5% | +8.5% | +41.0% | +32.9% |
| 1Y | +62.5% | +11.4% | +51.1% | +39.7% |
| 3Y | +250.9% | +70.1% | +180.9% | +75.0% |
| 5Y | +552.8% | +53.7% | +499.1% | +271.1% |
| All | +45.1% | +215.5% | -170.4% | -66.1% |
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