+128.9%
NGL price history and return analytics
+15.2%
+113.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.7% | -6.9% | -5.9% |
| 7D | -6.1% | -0.3% | -5.8% | -5.9% |
| 30D | -1.5% | -1.4% | 0.0% | -0.8% |
| 3M | -2.1% | -1.4% | -0.7% | -1.4% |
| 6M | -2.1% | +5.5% | -7.5% | -4.9% |
| YTD | +55.2% | +12.8% | +42.4% | +41.9% |
| 1Y | +128.9% | +15.4% | +113.5% | +103.4% |
| All | +128.9% | +15.2% | +113.7% | +103.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling