-89.9%
NEUP vs VT
+74.1%
-164.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -4.2% |
| 7D | -9.2% | +0.4% | -9.6% | -9.7% |
| 30D | -17.9% | -2.6% | -15.3% | -14.8% |
| 3M | -27.7% | -3.2% | -24.5% | -24.7% |
| 6M | -48.0% | +0.9% | -49.0% | -49.1% |
| YTD | -28.9% | +11.3% | -40.2% | -40.2% |
| 1Y | -32.7% | +14.0% | -46.7% | -45.6% |
| 3Y | -89.9% | +75.8% | -165.7% | -93.9% |
| All | -89.9% | +74.1% | -164.0% | -93.9% |
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 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