+68.8%
NE vs VT
+53.2%
+15.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | +1.4% |
| 7D | -16.0% | -4.2% | -11.8% | -12.4% |
| 30D | -3.8% | -5.8% | +2.0% | +2.0% |
| 3M | +1.0% | -5.2% | +6.2% | +6.2% |
| 6M | -18.4% | +0.1% | -18.6% | -20.1% |
| YTD | +45.8% | +8.2% | +37.6% | +30.0% |
| 1Y | +45.8% | +10.1% | +35.7% | +27.1% |
| 3Y | -6.6% | +69.7% | -76.3% | -47.7% |
| 5Y | +68.8% | +53.4% | +15.4% | +9.1% |
| All | +68.8% | +53.2% | +15.6% | +9.1% |
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