+14.8%
NETG vs VT
+18.3%
-3.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -14.3% | +0.4% | -14.7% | -15.0% |
| 30D | -13.3% | +1.0% | -14.2% | -14.2% |
| 3M | -4.2% | +2.4% | -6.6% | -7.4% |
| 6M | +56.5% | +12.0% | +44.5% | +24.7% |
| YTD | +24.5% | +15.3% | +9.1% | -7.5% |
| All | +14.8% | +18.3% | -3.5% | -22.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling