-38.7%
NEGG vs VT
+74.0%
-112.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.6% |
| 7D | -5.9% | +2.4% | -8.2% | -10.4% |
| 30D | -16.8% | -1.5% | -15.3% | -14.4% |
| 3M | -53.4% | -4.1% | -49.2% | -49.5% |
| 6M | -62.1% | +0.6% | -62.6% | -62.1% |
| YTD | -82.6% | +11.0% | -93.6% | -85.3% |
| 1Y | -88.7% | +13.3% | -102.1% | -90.8% |
| 3Y | -38.7% | +73.4% | -112.1% | -85.7% |
| All | -38.7% | +74.0% | -112.7% | -85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling