+96.4%
NE vs VT
+66.0%
+30.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.4% |
| 7D | -6.5% | -0.1% | -6.4% | -6.7% |
| 30D | -3.0% | -3.1% | +0.1% | -0.3% |
| 3M | -4.7% | -3.5% | -1.2% | -1.7% |
| 6M | -16.3% | +0.5% | -16.8% | -18.0% |
| YTD | +50.3% | +10.8% | +39.5% | +30.9% |
| 1Y | +47.6% | +11.9% | +35.7% | +27.0% |
| 3Y | +2.6% | +73.0% | -70.4% | -43.2% |
| 5Y | +84.9% | +58.6% | +26.3% | +10.7% |
| All | +96.4% | +66.0% | +30.5% | +11.6% |
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