+1,031.9%
NBIS vs VUG
+36.7%
+995.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.5% | +8.0% | +8.7% |
| 7D | +8.2% | -0.1% | +8.3% | +8.5% |
| 30D | +3.4% | -0.3% | +3.7% | +4.4% |
| 3M | -12.8% | -0.7% | -12.1% | -8.6% |
| 6M | +131.5% | +14.6% | +116.9% | +75.1% |
| YTD | +170.5% | +9.0% | +161.4% | +133.4% |
| 1Y | +248.8% | +14.9% | +233.9% | +170.1% |
| All | +1,031.9% | +36.7% | +995.3% | +726.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling