+68.0%
NGL vs VT
+224.5%
-156.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.3% | -2.3% |
| 7D | -1.5% | +0.4% | -1.9% | -2.1% |
| 30D | +4.4% | +1.0% | +3.4% | +3.2% |
| 3M | +10.9% | +2.4% | +8.6% | +7.1% |
| 6M | +49.9% | +12.0% | +37.9% | +28.9% |
| YTD | +77.5% | +15.3% | +62.2% | +47.0% |
| 1Y | +206.0% | +22.6% | +183.5% | +134.3% |
| 3Y | +361.0% | +74.7% | +286.4% | +123.5% |
| 5Y | +897.2% | +66.1% | +831.0% | +416.1% |
| All | +68.0% | +224.5% | -156.4% | -60.1% |
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