-98.5%
NEUP vs VT
+61.5%
-159.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | -0.3% |
| 7D | -9.1% | -0.7% | -8.4% | -8.4% |
| 30D | -18.4% | -1.7% | -16.6% | -17.0% |
| 3M | -28.9% | -2.3% | -26.6% | -27.4% |
| 6M | -47.6% | +1.5% | -49.1% | -48.4% |
| YTD | -30.2% | +12.0% | -42.2% | -37.4% |
| 1Y | -44.6% | +12.9% | -57.5% | -50.7% |
| 3Y | -87.0% | +74.9% | -162.0% | -91.2% |
| All | -98.5% | +61.5% | -159.9% | -98.9% |
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