-43.2%
NVGS vs VT
+363.9%
-407.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -0.1% |
| 7D | -5.3% | -0.3% | -5.0% | -5.1% |
| 30D | -14.1% | -1.4% | -12.6% | -13.5% |
| 3M | -4.5% | -1.4% | -3.1% | -3.9% |
| 6M | -6.6% | +5.5% | -12.1% | -9.4% |
| YTD | +18.9% | +12.8% | +6.0% | +11.6% |
| 1Y | +26.2% | +15.4% | +10.7% | +17.1% |
| 3Y | +48.0% | +76.9% | -28.9% | +11.5% |
| 5Y | +157.4% | +60.4% | +97.0% | +102.4% |
| 10Y | +208.5% | +232.8% | -24.3% | +93.1% |
| All | -43.2% | +363.9% | -407.1% | -67.0% |
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