-22.5%
NGVT vs VT
+53.2%
-75.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.1% | -9.5% | -7.8% |
| 7D | -15.5% | -4.2% | -11.3% | -9.7% |
| 30D | -12.5% | -5.8% | -6.7% | -4.3% |
| 3M | -17.4% | -5.2% | -12.1% | -10.4% |
| 6M | -17.4% | +0.1% | -17.5% | -17.4% |
| YTD | +7.7% | +8.2% | -0.6% | -3.8% |
| 1Y | +17.0% | +10.1% | +6.9% | +2.2% |
| 3Y | +48.8% | +69.7% | -20.8% | -24.1% |
| 5Y | -22.5% | +53.4% | -75.8% | -56.2% |
| All | -22.5% | +53.2% | -75.7% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling