+67.9%
NOG vs VT
+215.5%
-147.6%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +2.9% | +2.8% |
| 7D | -19.4% | -2.3% | -17.1% | -17.1% |
| 30D | -5.5% | -5.0% | -0.6% | +0.8% |
| 3M | +14.9% | -4.9% | +19.7% | +21.8% |
| 6M | -3.6% | -1.5% | -2.0% | -4.9% |
| YTD | +12.7% | +8.5% | +4.3% | -6.8% |
| 1Y | +20.7% | +11.4% | +9.3% | -4.6% |
| 3Y | -27.3% | +70.1% | -97.3% | -70.6% |
| 5Y | +15.2% | +53.7% | -38.5% | -44.6% |
| All | +67.9% | +215.5% | -147.6% | -67.9% |
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