-80.0%
NOG vs VT
+363.9%
-443.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +1.7% | -12.6% | -13.6% |
| 7D | -20.7% | -0.3% | -20.4% | -20.7% |
| 30D | -7.3% | -1.4% | -5.9% | -5.9% |
| 3M | +11.1% | -1.4% | +12.5% | +12.2% |
| 6M | -13.2% | +5.5% | -18.7% | -23.4% |
| YTD | +9.9% | +12.8% | -2.9% | -15.1% |
| 1Y | +13.7% | +15.4% | -1.8% | -15.7% |
| 3Y | -31.1% | +76.9% | -108.0% | -74.3% |
| 5Y | +19.6% | +60.4% | -40.8% | -47.8% |
| 10Y | +63.7% | +232.8% | -169.1% | -76.0% |
| All | -80.0% | +363.9% | -443.9% | -98.6% |
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