+1,022.8%
NBIS vs VUG
+36.0%
+986.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -3.9% |
| 7D | -0.8% | -0.5% | -0.3% | +0.3% |
| 30D | -13.4% | -1.0% | -12.4% | -11.3% |
| 3M | +1.0% | +3.5% | -2.5% | -4.7% |
| 6M | +100.5% | +14.2% | +86.3% | +52.6% |
| YTD | +168.3% | +8.5% | +159.8% | +134.1% |
| 1Y | +151.8% | +12.9% | +138.9% | +102.8% |
| All | +1,022.8% | +36.0% | +986.7% | +729.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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