+7.2%
NGEN vs VT
+142.9%
-135.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +2.8% |
| 7D | +3.3% | +0.4% | +3.0% | +3.0% |
| 30D | -19.4% | -2.6% | -16.8% | -17.5% |
| 3M | -18.4% | -3.2% | -15.2% | -16.1% |
| 6M | -62.8% | +0.9% | -63.7% | -63.0% |
| YTD | -75.1% | +11.3% | -86.4% | -76.9% |
| 1Y | -43.3% | +14.0% | -57.3% | -48.2% |
| 3Y | +7.7% | +75.8% | -68.1% | -28.6% |
| 5Y | -40.4% | +57.8% | -98.2% | -57.5% |
| All | +7.2% | +142.9% | -135.7% | -46.4% |
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