+122.4%
NGVC vs VT
+398.3%
-275.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.6% | +2.5% |
| 7D | +1.6% | +0.4% | +1.2% | +1.3% |
| 30D | -12.1% | +1.0% | -13.1% | -12.8% |
| 3M | -3.5% | +2.4% | -5.9% | -5.6% |
| 6M | +6.8% | +12.0% | -5.2% | -2.4% |
| YTD | +13.3% | +15.3% | -2.0% | +1.3% |
| 1Y | -27.3% | +22.6% | -49.9% | -37.7% |
| 3Y | +151.2% | +74.7% | +76.5% | +67.8% |
| 5Y | +178.8% | +66.1% | +112.6% | +90.6% |
| 10Y | +228.0% | +225.0% | +3.0% | +38.0% |
| All | +122.4% | +398.3% | -275.9% | -42.1% |
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 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