-83.8%
NGNE vs VT
+251.4%
-335.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.7% | +2.7% |
| 7D | +5.5% | +0.4% | +5.1% | +5.0% |
| 30D | +7.3% | +1.0% | +6.3% | +6.2% |
| 3M | +40.5% | +2.4% | +38.1% | +36.7% |
| 6M | +61.4% | +12.0% | +49.4% | +43.9% |
| YTD | +87.4% | +15.3% | +72.0% | +61.8% |
| 1Y | +96.8% | +22.6% | +74.3% | +60.5% |
| 3Y | +157.0% | +74.7% | +82.3% | +54.8% |
| 5Y | -75.1% | +66.1% | -141.2% | -84.1% |
| 10Y | -84.1% | +225.0% | -309.1% | -93.2% |
| All | -83.8% | +251.4% | -335.3% | -93.3% |
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