+168.2%
NVGS vs VT
+220.7%
-52.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.1% |
| 7D | +2.8% | -0.1% | +3.0% | +2.9% |
| 30D | -13.1% | -3.1% | -10.0% | -10.4% |
| 3M | +2.6% | -3.5% | +6.1% | +6.0% |
| 6M | -9.0% | +0.5% | -9.5% | -10.3% |
| YTD | +21.3% | +10.8% | +10.5% | +8.4% |
| 1Y | +20.7% | +11.9% | +8.8% | +6.6% |
| 3Y | +51.6% | +73.0% | -21.4% | -15.2% |
| 5Y | +158.0% | +58.6% | +99.4% | +57.0% |
| All | +168.2% | +220.7% | -52.5% | -17.5% |
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