+25.3%
NGEN vs VT
+143.0%
-117.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.7% | -0.6% | +21.4% | +21.2% |
| 7D | +23.5% | +2.9% | +20.6% | +20.6% |
| 30D | 0.0% | -2.5% | +2.5% | +2.2% |
| 3M | -7.4% | -3.3% | -4.1% | -4.7% |
| 6M | -56.3% | +1.5% | -57.8% | -56.7% |
| YTD | -70.9% | +11.4% | -82.3% | -73.1% |
| 1Y | -39.5% | +11.9% | -51.4% | -44.0% |
| 3Y | +19.9% | +73.9% | -54.0% | -20.0% |
| 5Y | -30.6% | +57.9% | -88.5% | -50.6% |
| All | +25.3% | +143.0% | -117.8% | -37.4% |
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