+79.1%
NGEN vs VT
+151.7%
-72.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.2% | +0.4% | +1.7% | +1.8% |
| 30D | +38.7% | +1.0% | +37.7% | +37.6% |
| 3M | +15.9% | +2.4% | +13.5% | +13.8% |
| 6M | -45.4% | +12.0% | -57.4% | -50.0% |
| YTD | -58.4% | +15.3% | -73.7% | -62.6% |
| 1Y | -8.6% | +22.6% | -31.2% | -21.2% |
| 3Y | +54.3% | +74.7% | -20.4% | +2.2% |
| 5Y | +43.0% | +66.1% | -23.1% | -2.5% |
| All | +79.1% | +151.7% | -72.6% | -13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling