-80.9%
NGNE vs VT
+57.4%
-138.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | -1.2% |
| 7D | -2.3% | +0.4% | -2.7% | -2.7% |
| 30D | -1.5% | -2.6% | +1.1% | +3.0% |
| 3M | -27.2% | -3.2% | -23.9% | -23.2% |
| 6M | -15.5% | +0.9% | -16.5% | -17.0% |
| YTD | +26.2% | +11.3% | +14.9% | +7.3% |
| 1Y | -2.8% | +14.0% | -16.8% | -19.7% |
| 3Y | +94.0% | +75.8% | +18.2% | -7.0% |
| 5Y | -80.9% | +57.8% | -138.7% | -88.5% |
| All | -80.9% | +57.4% | -138.3% | -88.5% |
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