-91.6%
NGNE price history and return analytics
+222.7%
-314.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.2% | -4.1% |
| 7D | -6.8% | +2.9% | -9.7% | -9.8% |
| 30D | +10.9% | -2.5% | +13.4% | +14.7% |
| 3M | -35.4% | -3.3% | -32.0% | -32.6% |
| 6M | -24.2% | +1.5% | -25.8% | -25.5% |
| YTD | +16.0% | +11.4% | +4.7% | +3.3% |
| 1Y | -23.1% | +11.9% | -35.0% | -31.6% |
| 3Y | +72.7% | +73.9% | -1.2% | +1.1% |
| 5Y | -81.2% | +57.9% | -139.0% | -87.8% |
| All | -91.6% | +222.7% | -314.3% | -96.4% |
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 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