-4.7%
NE vs VT
+69.4%
-74.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | +1.8% |
| 7D | -16.0% | -4.2% | -11.8% | -12.1% |
| 30D | -3.8% | -5.8% | +2.0% | +2.5% |
| 3M | +1.0% | -5.2% | +6.2% | +6.6% |
| 6M | -18.4% | +0.1% | -18.6% | -20.8% |
| YTD | +45.8% | +8.2% | +37.6% | +25.7% |
| 1Y | +45.8% | +10.1% | +35.7% | +22.1% |
| All | -4.7% | +69.4% | -74.0% | -58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling