-74.6%
NGNE price history and return analytics
+66.2%
-140.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.5% |
| 7D | +0.7% | +1.0% | -0.3% | -0.9% |
| 30D | +6.8% | -0.2% | +7.1% | +7.2% |
| 3M | +33.3% | +4.5% | +28.8% | +23.9% |
| 6M | +72.0% | +14.1% | +57.9% | +40.6% |
| YTD | +85.1% | +14.8% | +70.3% | +49.6% |
| 1Y | +96.0% | +21.2% | +74.8% | +46.7% |
| 3Y | +138.3% | +76.6% | +61.7% | +11.1% |
| 5Y | -74.6% | +66.6% | -141.2% | -85.8% |
| All | -74.6% | +66.2% | -140.9% | -85.8% |
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