-94.7%
NEGG vs VT
+222.7%
-317.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | 0.0% | -7.0% | -7.0% |
| 7D | -8.3% | +0.4% | -8.7% | -8.7% |
| 30D | -8.3% | +1.0% | -9.2% | -9.2% |
| 3M | -17.0% | +2.4% | -19.3% | -18.5% |
| 6M | -64.5% | +12.0% | -76.5% | -68.0% |
| YTD | -69.8% | +15.3% | -85.2% | -73.4% |
| 1Y | -61.9% | +22.6% | -84.5% | -68.0% |
| 3Y | -31.6% | +74.7% | -106.3% | -56.9% |
| 5Y | -95.8% | +66.1% | -161.9% | -97.3% |
| All | -94.7% | +222.7% | -317.4% | -97.3% |
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