+43.0%
NGL price history and return analytics
+221.8%
-178.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.0% |
| 7D | +1.1% | +2.4% | -1.3% | -1.7% |
| 30D | +2.6% | -1.5% | +4.2% | +4.3% |
| 3M | -11.6% | -4.1% | -7.5% | -7.2% |
| 6M | -10.1% | +0.6% | -10.6% | -11.6% |
| YTD | +51.1% | +11.0% | +40.1% | +30.6% |
| 1Y | +55.3% | +13.3% | +41.9% | +30.6% |
| 3Y | +284.5% | +73.4% | +211.1% | +87.6% |
| 5Y | +574.6% | +57.4% | +517.1% | +272.4% |
| All | +43.0% | +221.8% | -178.8% | -67.7% |
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