-96.5%
NEGG vs VT
+223.7%
-320.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.6% | -7.6% | -7.8% |
| 7D | -8.2% | +0.4% | -8.6% | -8.6% |
| 30D | -23.1% | -2.6% | -20.5% | -20.7% |
| 3M | -48.0% | -3.2% | -44.7% | -46.0% |
| 6M | -65.1% | +0.9% | -66.0% | -65.0% |
| YTD | -82.4% | +11.3% | -93.8% | -83.9% |
| 1Y | -90.2% | +14.0% | -104.2% | -91.2% |
| 3Y | -21.8% | +75.8% | -97.7% | -50.9% |
| 5Y | -97.3% | +57.8% | -155.1% | -98.2% |
| 10Y | -96.5% | +219.8% | -316.3% | -98.2% |
| All | -96.5% | +223.7% | -320.1% | -98.2% |
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