-23.3%
NEOG vs VT
+74.0%
-97.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.6% |
| 7D | -4.5% | +2.4% | -6.9% | -6.3% |
| 30D | -7.4% | -1.5% | -5.9% | -6.2% |
| 3M | -5.6% | -4.1% | -1.4% | -2.2% |
| 6M | +29.2% | +0.6% | +28.7% | +29.1% |
| YTD | +60.7% | +11.0% | +49.6% | +50.4% |
| 1Y | +76.3% | +13.3% | +62.9% | +63.2% |
| 3Y | -23.3% | +73.4% | -96.7% | -57.4% |
| All | -23.3% | +74.0% | -97.4% | -57.4% |
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