+96.1%
NE vs VT
+69.0%
+27.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.7% | -8.4% | -8.4% |
| 7D | -12.8% | -0.3% | -12.5% | -12.7% |
| 30D | -3.6% | -1.4% | -2.1% | -2.5% |
| 3M | +1.5% | -1.4% | +2.9% | +2.5% |
| 6M | -17.7% | +5.5% | -23.2% | -23.6% |
| YTD | +50.1% | +12.8% | +37.2% | +28.4% |
| 1Y | +48.4% | +15.4% | +33.0% | +23.5% |
| 3Y | -4.0% | +76.9% | -80.8% | -48.0% |
| 5Y | +77.9% | +60.4% | +17.5% | +5.5% |
| All | +96.1% | +69.0% | +27.1% | +9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling