+1,040.6%
NBIS vs VUG
+34.8%
+1,005.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.6% | -3.8% |
| 7D | +8.3% | -1.9% | +10.2% | +13.4% |
| 30D | +18.1% | -1.6% | +19.6% | +23.1% |
| 3M | +7.8% | +4.4% | +3.4% | -0.2% |
| 6M | +136.6% | +13.2% | +123.4% | +84.2% |
| YTD | +172.5% | +7.5% | +165.0% | +143.6% |
| 1Y | +144.3% | +12.5% | +131.8% | +98.6% |
| All | +1,040.6% | +34.8% | +1,005.8% | +762.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling