+74.6%
NOG vs VT
+221.8%
-147.2%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.9% |
| 7D | +9.9% | +2.4% | +7.6% | +6.2% |
| 30D | -4.5% | -1.5% | -3.0% | -3.3% |
| 3M | +4.7% | -4.1% | +8.9% | +9.7% |
| 6M | +12.3% | +0.6% | +11.8% | +7.4% |
| YTD | +23.9% | +11.0% | +12.9% | -1.1% |
| 1Y | +22.9% | +13.3% | +9.6% | -5.3% |
| 3Y | -17.1% | +73.4% | -90.5% | -67.4% |
| 5Y | +34.9% | +57.4% | -22.6% | -37.5% |
| All | +74.6% | +221.8% | -147.2% | -64.0% |
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