-60.1%
NEO vs VT
+53.2%
-113.3%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.2% | +3.1% |
| 7D | -8.0% | -4.2% | -3.9% | -1.2% |
| 30D | -0.1% | -5.8% | +5.7% | +10.7% |
| 3M | +4.8% | -5.2% | +10.1% | +14.9% |
| 6M | +86.1% | +0.1% | +86.0% | +83.6% |
| YTD | +40.2% | +8.2% | +32.0% | +20.0% |
| 1Y | +58.1% | +10.1% | +48.0% | +30.9% |
| 3Y | +8.0% | +69.7% | -61.7% | -60.2% |
| 5Y | -60.1% | +53.4% | -113.5% | -82.8% |
| All | -60.1% | +53.2% | -113.3% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling