-89.4%
NGNE price history and return analytics
+237.5%
-327.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.3% |
| 7D | -5.2% | -0.1% | -5.1% | -4.9% |
| 30D | -4.2% | -3.1% | -1.2% | -0.6% |
| 3M | -30.8% | -3.5% | -27.3% | -27.9% |
| 6M | -17.9% | +0.5% | -18.3% | -18.2% |
| YTD | +22.7% | +10.8% | +11.9% | +11.0% |
| 1Y | -10.7% | +11.9% | -22.6% | -19.7% |
| 3Y | +82.7% | +73.0% | +9.7% | +12.3% |
| 5Y | -81.0% | +58.6% | -139.6% | -87.3% |
| 10Y | -90.2% | +219.2% | -309.4% | -95.7% |
| All | -89.4% | +237.5% | -327.0% | -95.4% |
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 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