-89.4%
NGNE price history and return analytics
+230.5%
-320.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.6% |
| 7D | -8.1% | -2.3% | -5.8% | -5.7% |
| 30D | -2.2% | -5.0% | +2.8% | +3.7% |
| 3M | -28.9% | -4.9% | -24.0% | -24.8% |
| 6M | -21.7% | -1.5% | -20.2% | -20.3% |
| YTD | +22.9% | +8.5% | +14.4% | +13.6% |
| 1Y | -5.1% | +11.4% | -16.4% | -14.1% |
| 3Y | +85.0% | +70.1% | +14.9% | +15.9% |
| 5Y | -83.5% | +53.7% | -137.3% | -88.7% |
| 10Y | -87.8% | +220.0% | -307.7% | -94.6% |
| All | -89.4% | +230.5% | -320.0% | -95.3% |
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