+47.9%
NGL vs VT
+222.7%
-174.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.9% |
| 7D | +6.0% | +2.9% | +3.1% | +2.4% |
| 30D | +4.3% | -2.5% | +6.8% | +7.3% |
| 3M | -8.0% | -3.3% | -4.7% | -4.4% |
| 6M | -6.4% | +1.5% | -7.9% | -9.0% |
| YTD | +56.3% | +11.4% | +44.9% | +34.6% |
| 1Y | +52.3% | +11.9% | +40.4% | +30.3% |
| 3Y | +295.7% | +73.9% | +221.8% | +92.5% |
| 5Y | +597.8% | +57.9% | +539.9% | +283.8% |
| All | +47.9% | +222.7% | -174.8% | -66.8% |
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