-91.0%
NEUP vs VT
+69.7%
-160.7%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | 0.0% |
| 7D | -8.9% | -2.3% | -6.5% | -5.8% |
| 30D | -18.7% | -5.0% | -13.8% | -12.7% |
| 3M | -28.7% | -4.9% | -23.8% | -23.9% |
| 6M | -48.3% | -1.5% | -46.8% | -47.6% |
| YTD | -28.4% | +8.5% | -36.8% | -37.6% |
| 1Y | -35.0% | +11.4% | -46.4% | -45.9% |
| 3Y | -91.0% | +70.1% | -161.1% | -94.7% |
| All | -91.0% | +69.7% | -160.7% | -94.7% |
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