+96.5%
NE vs VT
+66.2%
+30.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +0.7% | +0.4% | +0.3% | +0.2% |
| 30D | +15.5% | +1.0% | +14.5% | +14.2% |
| 3M | -1.3% | +2.4% | -3.6% | -4.4% |
| 6M | +1.7% | +12.0% | -10.3% | -11.8% |
| YTD | +66.8% | +15.3% | +51.5% | +39.9% |
| 1Y | +65.9% | +22.6% | +43.3% | +29.6% |
| 3Y | -0.2% | +74.7% | -74.9% | -45.4% |
| All | +96.5% | +66.2% | +30.3% | +14.8% |
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