-72.7%
NEOG vs VT
+66.2%
-138.9%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.0% |
| 7D | +2.1% | +1.0% | +1.1% | +1.2% |
| 30D | +3.7% | -0.2% | +3.9% | +3.9% |
| 3M | +31.1% | +4.5% | +26.5% | +25.9% |
| 6M | +22.6% | +14.1% | +8.5% | +9.0% |
| YTD | +70.1% | +14.8% | +55.3% | +50.6% |
| 1Y | +110.1% | +21.2% | +88.9% | +78.1% |
| 3Y | -39.1% | +76.6% | -115.6% | -64.4% |
| 5Y | -72.7% | +66.6% | -139.3% | -83.5% |
| All | -72.7% | +66.2% | -138.9% | -83.5% |
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