-98.5%
NEUP vs VT
+59.6%
-158.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.1% |
| 7D | -10.0% | -0.1% | -9.9% | -9.9% |
| 30D | -19.9% | -3.1% | -16.9% | -17.6% |
| 3M | -30.3% | -3.5% | -26.8% | -28.1% |
| 6M | -49.3% | +0.5% | -49.8% | -49.6% |
| YTD | -30.7% | +10.8% | -41.4% | -37.2% |
| 1Y | -45.1% | +11.9% | -57.0% | -50.8% |
| 3Y | -87.1% | +73.0% | -160.1% | -91.1% |
| All | -98.5% | +59.6% | -158.1% | -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 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