-45.5%
NVGS vs VT
+345.0%
-390.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.1% | -1.9% |
| 7D | -9.8% | -4.2% | -5.6% | -7.9% |
| 30D | -17.1% | -5.8% | -11.3% | -14.6% |
| 3M | -4.5% | -5.2% | +0.7% | -2.0% |
| 6M | -12.8% | +0.1% | -12.9% | -13.2% |
| YTD | +14.2% | +8.2% | +6.0% | +9.5% |
| 1Y | +17.3% | +10.1% | +7.2% | +11.4% |
| 3Y | +42.2% | +69.7% | -27.5% | +9.4% |
| 5Y | +142.6% | +53.4% | +89.2% | +95.1% |
| 10Y | +196.4% | +219.2% | -22.8% | +89.4% |
| All | -45.5% | +345.0% | -390.4% | -67.6% |
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