-100.0%
NWTG vs VT
+70.3%
-170.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.6% | -7.1% | -6.7% |
| 7D | -34.6% | +0.4% | -35.0% | -34.3% |
| 30D | -37.0% | -2.6% | -34.4% | -35.4% |
| 3M | -45.6% | -3.2% | -42.4% | -43.7% |
| 6M | -44.7% | +0.9% | -45.7% | -44.9% |
| YTD | -54.7% | +11.3% | -66.0% | -58.3% |
| 1Y | -48.9% | +14.0% | -62.9% | -53.4% |
| 3Y | -99.7% | +75.8% | -175.5% | -99.9% |
| All | -100.0% | +70.3% | -170.3% | -100.0% |
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 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