+17.2%
NGS vs VT
+223.7%
-206.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.6% | +2.6% | +2.8% |
| 7D | -6.5% | +0.4% | -6.9% | -6.8% |
| 30D | -12.2% | -2.6% | -9.6% | -9.9% |
| 3M | -21.1% | -3.2% | -17.9% | -18.6% |
| 6M | -24.4% | +0.9% | -25.4% | -25.3% |
| YTD | -12.7% | +11.3% | -24.0% | -21.6% |
| 1Y | +0.9% | +14.0% | -13.1% | -11.5% |
| 3Y | +107.0% | +75.8% | +31.2% | +25.0% |
| 5Y | +137.4% | +57.8% | +79.6% | +55.6% |
| 10Y | +17.2% | +219.8% | -202.6% | -53.1% |
| All | +17.2% | +223.7% | -206.5% | -53.1% |
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