+138.6%
NOK vs VGT
+820.0%
-681.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.6% | +4.0% |
| 7D | +11.0% | -0.2% | +11.1% | +11.1% |
| 30D | +7.8% | -0.4% | +8.3% | +8.3% |
| 3M | -21.0% | +4.4% | -25.4% | -22.5% |
| 6M | +40.9% | +32.1% | +8.8% | +20.3% |
| YTD | +72.0% | +28.8% | +43.2% | +49.2% |
| 1Y | +140.9% | +35.3% | +105.6% | +102.4% |
| 3Y | +194.3% | +124.8% | +69.5% | +71.8% |
| 5Y | +112.5% | +137.9% | -25.4% | +17.3% |
| All | +138.6% | +820.0% | -681.5% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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