+88.8%
NGL vs VT
+327.4%
-238.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.1% | -0.9% | -0.7% |
| 7D | -11.4% | -4.2% | -7.2% | -7.5% |
| 30D | -5.9% | -5.8% | -0.1% | 0.0% |
| 3M | -13.2% | -5.2% | -8.0% | -8.3% |
| 6M | -10.1% | +0.1% | -10.2% | -11.1% |
| YTD | +47.5% | +8.2% | +39.3% | +33.7% |
| 1Y | +72.1% | +10.1% | +62.0% | +52.9% |
| 3Y | +246.2% | +69.7% | +176.6% | +92.6% |
| 5Y | +544.1% | +53.4% | +490.7% | +297.9% |
| 10Y | +48.8% | +219.2% | -170.4% | -50.7% |
| All | +88.8% | +327.4% | -238.6% | -43.6% |
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