-81.0%
NGNE price history and return analytics
+57.5%
-138.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.0% |
| 7D | -5.2% | -0.1% | -5.1% | -4.9% |
| 30D | -4.2% | -3.1% | -1.2% | +0.9% |
| 3M | -30.8% | -3.5% | -27.3% | -26.8% |
| 6M | -17.9% | +0.5% | -18.3% | -18.7% |
| YTD | +22.7% | +10.8% | +11.9% | +5.1% |
| 1Y | -10.7% | +11.9% | -22.6% | -24.2% |
| 3Y | +82.7% | +73.0% | +9.7% | -10.6% |
| 5Y | -81.0% | +58.6% | -139.6% | -88.6% |
| All | -81.0% | +57.5% | -138.6% | -88.6% |
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