-36.1%
NVGS vs VT
+374.2%
-410.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +4.1% | +0.4% | +3.6% | +3.8% |
| 30D | +12.0% | +1.0% | +11.0% | +11.4% |
| 3M | +6.0% | +2.4% | +3.6% | +4.5% |
| 6M | +9.7% | +12.0% | -2.3% | +3.4% |
| YTD | +33.9% | +15.3% | +18.6% | +24.4% |
| 1Y | +43.0% | +22.6% | +20.4% | +28.9% |
| 3Y | +70.1% | +74.7% | -4.6% | +29.0% |
| 5Y | +166.8% | +66.1% | +100.6% | +106.6% |
| 10Y | +251.6% | +225.0% | +26.6% | +120.0% |
| All | -36.1% | +374.2% | -410.2% | -63.2% |
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