+41.3%
NVG vs VT
+221.8%
-180.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -4.8% | +2.4% | -7.1% | -5.4% |
| 30D | +4.3% | -1.5% | +5.8% | +4.7% |
| 3M | -9.9% | -4.1% | -5.8% | -8.8% |
| 6M | -9.6% | +0.6% | -10.2% | -9.9% |
| YTD | -7.3% | +11.0% | -18.3% | -10.4% |
| 1Y | -6.0% | +13.3% | -19.3% | -9.8% |
| 3Y | +27.8% | +73.4% | -45.6% | +6.7% |
| 5Y | -15.5% | +57.4% | -72.9% | -27.8% |
| All | +41.3% | +221.8% | -180.5% | -7.7% |
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