-89.8%
NEGG vs VT
+10.1%
-100.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +0.8% |
| 7D | -4.7% | -2.3% | -2.4% | +1.0% |
| 30D | -21.9% | -5.0% | -16.9% | -11.0% |
| 3M | -47.5% | -4.9% | -42.7% | -40.6% |
| 6M | -70.5% | -1.5% | -69.0% | -69.5% |
| YTD | -81.5% | +8.5% | -90.0% | -86.1% |
| All | -89.8% | +10.1% | -100.0% | -92.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling