-9.8%
NGVT price history and return analytics
+66.2%
-76.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.6% | +0.4% | +1.2% | +1.0% |
| 30D | -8.5% | +1.0% | -9.5% | -9.8% |
| 3M | +6.7% | +2.4% | +4.4% | +2.9% |
| 6M | +0.9% | +12.0% | -11.1% | -14.1% |
| YTD | +19.2% | +15.3% | +3.9% | -3.0% |
| 1Y | +19.8% | +22.6% | -2.8% | -10.4% |
| 3Y | +29.1% | +74.7% | -45.6% | -37.3% |
| All | -9.8% | +66.2% | -76.0% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling