-41.3%
NTGR vs VT
+221.4%
-262.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.3% |
| 7D | +1.2% | +1.0% | +0.2% | +0.2% |
| 30D | -10.7% | -0.2% | -10.5% | -10.5% |
| 3M | -16.2% | +4.5% | -20.7% | -19.9% |
| 6M | +4.2% | +14.1% | -9.8% | -9.0% |
| YTD | -13.9% | +14.8% | -28.6% | -25.3% |
| 1Y | -24.9% | +21.2% | -46.1% | -38.3% |
| 3Y | +73.5% | +76.6% | -3.1% | -0.9% |
| 5Y | -37.4% | +66.6% | -104.0% | -62.4% |
| 10Y | -41.3% | +222.3% | -263.6% | -81.7% |
| All | -41.3% | +221.4% | -262.7% | -81.7% |
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