+105.6%
NEO vs VT
+215.5%
-109.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +1.8% |
| 7D | -3.1% | -2.3% | -0.8% | +0.1% |
| 30D | +5.4% | -5.0% | +10.4% | +13.3% |
| 3M | +8.2% | -4.9% | +13.1% | +16.1% |
| 6M | +89.4% | -1.5% | +91.0% | +92.7% |
| YTD | +43.2% | +8.5% | +34.7% | +26.8% |
| 1Y | +61.9% | +11.4% | +50.5% | +38.1% |
| 3Y | +14.9% | +70.1% | -55.1% | -44.9% |
| 5Y | -59.3% | +53.7% | -113.0% | -76.9% |
| All | +105.6% | +215.5% | -109.9% | -39.6% |
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