-99.1%
NEON vs VT
+374.2%
-473.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +2.2% | +0.4% | +1.8% | +1.9% |
| 30D | +1.1% | +1.0% | +0.1% | +0.5% |
| 3M | -50.3% | +2.4% | -52.7% | -50.8% |
| 6M | -46.8% | +12.0% | -58.8% | -50.4% |
| YTD | -47.1% | +15.3% | -62.5% | -51.6% |
| 1Y | -85.1% | +22.6% | -107.6% | -86.8% |
| 3Y | -47.7% | +74.7% | -122.4% | -64.0% |
| 5Y | -84.7% | +66.1% | -150.8% | -88.9% |
| 10Y | -93.1% | +225.0% | -318.1% | -96.4% |
| All | -99.1% | +374.2% | -473.3% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling