+160.4%
NVG vs VT
+355.4%
-195.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | +0.5% | -0.1% | +0.7% | +0.6% |
| 30D | +6.9% | -3.1% | +9.9% | +7.7% |
| 3M | -6.8% | -3.5% | -3.3% | -6.0% |
| 6M | -7.3% | +0.5% | -7.8% | -7.5% |
| YTD | -4.4% | +10.8% | -15.1% | -6.9% |
| 1Y | -2.0% | +11.9% | -13.9% | -4.8% |
| 3Y | +30.9% | +73.0% | -42.1% | +13.7% |
| 5Y | -10.8% | +58.6% | -69.4% | -21.3% |
| 10Y | +42.1% | +219.2% | -177.1% | +5.2% |
| All | +160.4% | +355.4% | -195.1% | +60.6% |
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