-23.3%
NGEN vs VT
+11.9%
-35.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.3% | +15.6% | +15.8% |
| 7D | +41.4% | +2.4% | +39.0% | +35.6% |
| 30D | +20.1% | -1.5% | +21.6% | +22.9% |
| 3M | +6.8% | -4.1% | +10.9% | +14.6% |
| 6M | -48.4% | +0.6% | -48.9% | -49.6% |
| YTD | -66.4% | +11.0% | -77.5% | -73.8% |
| 1Y | -23.3% | +13.3% | -36.6% | -45.7% |
| All | -23.3% | +11.9% | -35.2% | -45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling