+28.0%
NEA vs VT
+221.4%
-193.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -0.5% | +1.0% | -1.5% | -0.7% |
| 30D | -2.9% | -0.2% | -2.7% | -2.9% |
| 3M | -1.7% | +4.5% | -6.2% | -3.0% |
| 6M | -2.4% | +14.1% | -16.5% | -6.1% |
| YTD | -0.6% | +14.8% | -15.4% | -4.6% |
| 1Y | +4.8% | +21.2% | -16.4% | -1.1% |
| 3Y | +32.4% | +76.6% | -44.1% | +11.5% |
| 5Y | -6.3% | +66.6% | -72.9% | -20.3% |
| 10Y | +28.0% | +222.3% | -194.2% | -15.3% |
| All | +28.0% | +221.4% | -193.4% | -15.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling