+378.5%
NULG vs VT
+209.7%
+168.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.0% |
| 7D | +2.2% | +2.4% | -0.1% | -0.4% |
| 30D | -6.7% | -1.5% | -5.2% | -4.9% |
| 3M | -11.8% | -4.1% | -7.6% | -7.4% |
| 6M | -4.6% | +0.6% | -5.2% | -4.8% |
| YTD | +6.8% | +11.0% | -4.3% | -4.5% |
| 1Y | +7.0% | +13.3% | -6.3% | -6.4% |
| 3Y | +67.5% | +73.4% | -5.9% | -7.3% |
| 5Y | +51.6% | +57.4% | -5.8% | -6.1% |
| All | +378.5% | +209.7% | +168.8% | +80.1% |
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