-98.6%
NEUP vs VT
+60.0%
-158.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.9% |
| 7D | -8.3% | +2.4% | -10.6% | -10.2% |
| 30D | -21.3% | -1.5% | -19.8% | -20.1% |
| 3M | -33.4% | -4.1% | -29.3% | -30.9% |
| 6M | -48.8% | +0.6% | -49.3% | -49.1% |
| YTD | -34.3% | +11.0% | -45.3% | -40.6% |
| 1Y | -46.3% | +13.3% | -59.7% | -52.5% |
| 3Y | -89.3% | +73.4% | -162.7% | -92.6% |
| All | -98.6% | +60.0% | -158.6% | -99.0% |
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