-34.7%
NGEN vs VT
+53.2%
-87.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | +0.7% |
| 7D | -8.3% | -4.2% | -4.2% | -5.4% |
| 30D | -24.6% | -5.8% | -18.8% | -21.2% |
| 3M | -21.4% | -5.2% | -16.2% | -18.2% |
| 6M | -65.0% | +0.1% | -65.1% | -64.9% |
| YTD | -76.4% | +8.2% | -84.7% | -77.4% |
| 1Y | -44.3% | +10.1% | -54.4% | -47.1% |
| 3Y | -0.8% | +69.7% | -70.4% | -23.5% |
| 5Y | -34.7% | +53.4% | -88.0% | -47.8% |
| All | -34.7% | +53.2% | -87.8% | -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 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