+118.0%
NOK vs VUG
+15.8%
+102.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.1% | +3.2% |
| 7D | -1.8% | -0.1% | -1.7% | -1.7% |
| 30D | +4.7% | -0.3% | +5.0% | +5.1% |
| 3M | -39.7% | -0.7% | -39.0% | -39.0% |
| 6M | +23.1% | +14.6% | +8.4% | +10.8% |
| YTD | +55.0% | +9.0% | +46.0% | +45.8% |
| 1Y | +118.0% | +14.9% | +103.2% | +107.2% |
| All | +118.0% | +15.8% | +102.3% | +107.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling