-80.9%
NGNE vs VT
+57.0%
-137.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.6% |
| 7D | -5.5% | +2.4% | -7.8% | -8.7% |
| 30D | +7.9% | -1.5% | +9.4% | +11.1% |
| 3M | -32.8% | -4.1% | -28.7% | -28.2% |
| 6M | -26.6% | +0.6% | -27.2% | -27.5% |
| YTD | +16.2% | +11.0% | +5.1% | -0.9% |
| 1Y | -9.7% | +13.3% | -23.0% | -25.1% |
| 3Y | +78.1% | +73.4% | +4.7% | -13.3% |
| All | -80.9% | +57.0% | -137.9% | -88.4% |
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