+170.9%
NVG vs VT
+374.2%
-203.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | -1.7% | +0.4% | -2.2% | -1.8% |
| 30D | -2.2% | +1.0% | -3.2% | -2.5% |
| 3M | -3.6% | +2.4% | -6.0% | -4.2% |
| 6M | -4.3% | +12.0% | -16.3% | -7.0% |
| YTD | -0.5% | +15.3% | -15.8% | -4.1% |
| 1Y | +9.2% | +22.6% | -13.4% | +3.7% |
| 3Y | +32.3% | +74.7% | -42.4% | +14.6% |
| 5Y | -9.3% | +66.1% | -75.4% | -20.9% |
| 10Y | +32.9% | +225.0% | -192.1% | -2.1% |
| All | +170.9% | +374.2% | -203.3% | +65.5% |
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 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