-88.5%
NGNE vs VT
+215.5%
-304.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.6% |
| 7D | -8.1% | -2.3% | -5.8% | -5.5% |
| 30D | -2.2% | -5.0% | +2.8% | +4.2% |
| 3M | -28.9% | -4.9% | -24.0% | -24.5% |
| 6M | -21.7% | -1.5% | -20.2% | -20.3% |
| YTD | +22.9% | +8.5% | +14.4% | +12.7% |
| 1Y | -5.1% | +11.4% | -16.4% | -15.0% |
| 3Y | +85.0% | +70.1% | +14.9% | +11.2% |
| 5Y | -83.5% | +53.7% | -137.3% | -89.0% |
| All | -88.5% | +215.5% | -304.1% | -94.8% |
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