+127.2%
NGL vs VT
+355.4%
-228.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.3% | -2.3% |
| 7D | -1.5% | +0.4% | -1.9% | -2.0% |
| 30D | +4.4% | +1.0% | +3.4% | +3.3% |
| 3M | +10.9% | +2.4% | +8.6% | +7.6% |
| 6M | +49.9% | +12.0% | +37.9% | +31.4% |
| YTD | +77.5% | +15.3% | +62.2% | +50.7% |
| 1Y | +206.0% | +22.6% | +183.5% | +142.9% |
| 3Y | +361.0% | +74.7% | +286.4% | +148.7% |
| 5Y | +897.2% | +66.1% | +831.0% | +466.8% |
| 10Y | +65.8% | +225.0% | -159.2% | -46.7% |
| All | +127.2% | +355.4% | -228.3% | -36.5% |
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