+2.2%
NGEN vs VT
+136.8%
-134.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.6% |
| 7D | -2.9% | -2.3% | -0.6% | -1.1% |
| 30D | -23.6% | -5.0% | -18.6% | -20.3% |
| 3M | -22.7% | -4.9% | -17.8% | -19.4% |
| 6M | -65.8% | -1.5% | -64.3% | -65.3% |
| YTD | -76.2% | +8.5% | -84.7% | -77.5% |
| 1Y | -42.2% | +11.4% | -53.5% | -46.2% |
| 3Y | +5.6% | +70.1% | -64.4% | -28.1% |
| 5Y | -34.2% | +53.7% | -87.9% | -52.0% |
| All | +2.2% | +136.8% | -134.5% | -47.8% |
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