-39.9%
NTGR vs VT
+221.8%
-261.6%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.6% |
| 7D | +3.3% | +2.4% | +1.0% | +0.9% |
| 30D | -12.0% | -1.5% | -10.5% | -9.9% |
| 3M | -18.1% | -4.1% | -14.0% | -13.6% |
| 6M | -24.0% | +0.6% | -24.6% | -23.6% |
| YTD | -20.5% | +11.0% | -31.5% | -28.0% |
| 1Y | -29.2% | +13.3% | -42.5% | -37.2% |
| 3Y | +58.7% | +73.4% | -14.6% | -6.7% |
| 5Y | -31.1% | +57.4% | -88.6% | -55.8% |
| All | -39.9% | +221.8% | -261.6% | -81.1% |
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