-94.5%
NEON vs VT
+224.4%
-318.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.1% |
| 7D | +11.1% | -0.7% | +11.8% | +12.1% |
| 30D | -19.5% | -1.7% | -17.8% | -17.8% |
| 3M | -28.6% | -2.3% | -26.3% | -26.4% |
| 6M | -60.0% | +1.5% | -61.5% | -60.3% |
| YTD | -59.8% | +12.0% | -71.8% | -63.9% |
| 1Y | -69.4% | +12.9% | -82.3% | -72.8% |
| 3Y | -38.6% | +74.9% | -113.5% | -67.2% |
| 5Y | -93.1% | +59.9% | -153.0% | -95.8% |
| 10Y | -94.5% | +224.6% | -319.2% | -98.1% |
| All | -94.5% | +224.4% | -318.9% | -98.1% |
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