-89.3%
NGNE vs VT
+229.8%
-319.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.1% | -2.9% | -2.7% |
| 7D | -11.0% | -4.2% | -6.8% | -6.7% |
| 30D | +0.8% | -5.8% | +6.6% | +7.8% |
| 3M | -28.7% | -5.2% | -23.5% | -24.3% |
| 6M | -11.4% | +0.1% | -11.5% | -11.2% |
| YTD | +24.5% | +8.2% | +16.3% | +15.4% |
| 1Y | -7.5% | +10.1% | -17.6% | -15.3% |
| 3Y | +87.5% | +69.7% | +17.8% | +17.7% |
| 5Y | -83.3% | +53.4% | -136.7% | -88.5% |
| 10Y | -87.6% | +219.2% | -306.8% | -94.5% |
| All | -89.3% | +229.8% | -319.1% | -95.3% |
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