+406.5%
NULG vs VT
+215.3%
+191.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -0.3% |
| 7D | -2.1% | -2.0% | -0.1% | +0.1% |
| 30D | -5.0% | -1.4% | -3.5% | -3.4% |
| 3M | +2.0% | +4.7% | -2.8% | -3.0% |
| 6M | +15.9% | +11.4% | +4.6% | +3.1% |
| YTD | +13.0% | +13.1% | 0.0% | -1.1% |
| 1Y | +11.7% | +19.0% | -7.3% | -7.6% |
| 3Y | +75.8% | +73.9% | +1.9% | -3.2% |
| 5Y | +70.1% | +65.4% | +4.7% | -0.1% |
| All | +406.5% | +215.3% | +191.1% | +86.5% |
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