-44.9%
NEON vs VT
+75.0%
-119.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +2.2% | +0.4% | +1.8% | +1.7% |
| 30D | +1.1% | +1.0% | +0.1% | 0.0% |
| 3M | -50.3% | +2.4% | -52.7% | -51.4% |
| 6M | -46.8% | +12.0% | -58.8% | -52.9% |
| YTD | -47.1% | +15.3% | -62.5% | -54.3% |
| 1Y | -85.1% | +22.6% | -107.6% | -87.7% |
| All | -44.9% | +75.0% | -119.9% | -70.8% |
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 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