-44.5%
NEOG vs VT
+223.7%
-268.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +0.2% |
| 7D | +2.2% | +0.4% | +1.8% | +2.0% |
| 30D | +1.9% | -2.6% | +4.5% | +4.6% |
| 3M | +5.3% | -3.2% | +8.6% | +8.9% |
| 6M | +33.5% | +0.9% | +32.5% | +32.7% |
| YTD | +72.8% | +11.3% | +61.5% | +57.0% |
| 1Y | +88.7% | +14.0% | +74.7% | +67.8% |
| 3Y | -20.0% | +75.8% | -95.8% | -54.5% |
| 5Y | -73.3% | +57.8% | -131.2% | -83.1% |
| 10Y | -44.5% | +219.8% | -264.3% | -82.0% |
| All | -44.5% | +223.7% | -268.1% | -82.0% |
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