+103.7%
NGNE price history and return analytics
+19.8%
+83.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | +0.3% |
| 7D | -1.3% | -0.1% | -1.1% | -1.1% |
| 30D | +3.6% | -0.7% | +4.3% | +4.7% |
| 3M | +31.5% | +4.0% | +27.5% | +22.8% |
| 6M | +60.5% | +12.3% | +48.2% | +31.6% |
| YTD | +83.9% | +14.0% | +69.9% | +43.5% |
| All | +103.7% | +19.8% | +83.9% | +41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling