+522.9%
VGT vs NTR
+97.9%
+424.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -0.2% | -1.3% | +1.1% | +0.2% |
| 30D | -0.4% | +16.8% | -17.2% | -4.6% |
| 3M | +4.4% | +20.7% | -16.3% | -1.2% |
| 6M | +32.1% | +0.5% | +31.5% | +30.5% |
| YTD | +28.8% | +29.2% | -0.4% | +17.8% |
| 1Y | +35.3% | +39.6% | -4.2% | +20.5% |
| 3Y | +124.8% | +37.9% | +86.9% | +96.6% |
| 5Y | +137.9% | +47.1% | +90.9% | +87.7% |
| All | +522.9% | +97.9% | +424.9% | +299.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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