+67.7%
NE vs VT
+53.4%
+14.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.2% |
| 7D | -16.6% | -2.3% | -14.3% | -14.7% |
| 30D | -0.2% | -5.0% | +4.7% | +4.7% |
| 3M | +1.5% | -4.9% | +6.4% | +6.3% |
| 6M | -14.9% | -1.5% | -13.4% | -14.9% |
| YTD | +49.5% | +8.5% | +41.0% | +32.9% |
| 1Y | +48.9% | +11.4% | +37.6% | +28.2% |
| 3Y | -2.3% | +70.1% | -72.4% | -45.3% |
| All | +67.7% | +53.4% | +14.3% | +6.9% |
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 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