+18.9%
NGS vs VT
+215.5%
-196.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.3% |
| 7D | -14.8% | -2.3% | -12.4% | -12.9% |
| 30D | -16.9% | -5.0% | -12.0% | -12.8% |
| 3M | -23.8% | -4.9% | -18.9% | -20.2% |
| 6M | -31.0% | -1.5% | -29.4% | -30.2% |
| YTD | -17.1% | +8.5% | -25.5% | -23.8% |
| 1Y | -2.9% | +11.4% | -14.3% | -13.1% |
| 3Y | +97.0% | +70.1% | +26.9% | +22.5% |
| 5Y | +126.1% | +53.7% | +72.4% | +51.7% |
| All | +18.9% | +215.5% | -196.6% | -51.4% |
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