-93.8%
NEON vs VT
+58.5%
-152.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -0.6% | -9.4% | -9.2% |
| 7D | +5.0% | +2.9% | +2.1% | +1.2% |
| 30D | -24.1% | -2.5% | -21.6% | -21.3% |
| 3M | -36.4% | -3.3% | -33.0% | -33.1% |
| 6M | -63.2% | +1.5% | -64.7% | -63.5% |
| YTD | -63.8% | +11.4% | -75.2% | -67.9% |
| 1Y | -72.2% | +11.9% | -84.2% | -75.5% |
| 3Y | -44.7% | +73.9% | -118.6% | -73.9% |
| 5Y | -93.8% | +57.9% | -151.7% | -95.8% |
| All | -93.8% | +58.5% | -152.4% | -95.8% |
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 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