+63.5%
NGVT vs VT
+231.8%
-168.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -2.3% |
| 7D | -0.6% | -0.3% | -0.3% | -0.2% |
| 30D | +0.8% | -1.4% | +2.2% | +2.8% |
| 3M | -2.4% | -1.4% | -1.1% | -0.6% |
| 6M | -0.1% | +5.5% | -5.5% | -7.8% |
| YTD | +24.6% | +12.8% | +11.8% | +4.2% |
| 1Y | +40.2% | +15.4% | +24.8% | +13.8% |
| 3Y | +72.2% | +76.9% | -4.6% | -20.4% |
| 5Y | -6.5% | +60.4% | -66.9% | -50.2% |
| 10Y | +63.5% | +232.8% | -169.3% | -59.2% |
| All | +63.5% | +231.8% | -168.3% | -59.2% |
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