+144.3%
NTGR vs VT
+374.2%
-229.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.1% |
| 7D | +1.0% | +0.4% | +0.6% | +0.6% |
| 30D | -12.6% | +1.0% | -13.6% | -13.4% |
| 3M | -17.2% | +2.4% | -19.6% | -19.0% |
| 6M | -1.7% | +12.0% | -13.7% | -12.3% |
| YTD | -13.1% | +15.3% | -28.5% | -24.8% |
| 1Y | -23.8% | +22.6% | -46.4% | -37.9% |
| 3Y | +63.0% | +74.7% | -11.6% | -5.5% |
| 5Y | -38.0% | +66.1% | -104.1% | -62.3% |
| 10Y | -40.3% | +225.0% | -265.3% | -81.5% |
| All | +144.3% | +374.2% | -229.9% | -49.2% |
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