-96.3%
NEGG vs VT
+215.5%
-311.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.2% |
| 7D | -4.7% | -2.3% | -2.4% | -2.0% |
| 30D | -21.9% | -5.0% | -16.9% | -17.2% |
| 3M | -47.5% | -4.9% | -42.7% | -44.5% |
| 6M | -70.5% | -1.5% | -69.0% | -69.7% |
| YTD | -81.5% | +8.5% | -90.0% | -82.6% |
| 1Y | -89.0% | +11.4% | -100.4% | -89.8% |
| 3Y | -28.9% | +70.1% | -99.0% | -53.7% |
| 5Y | -96.0% | +53.7% | -149.8% | -97.2% |
| All | -96.3% | +215.5% | -311.7% | -98.0% |
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