+1.5%
NOK vs VUG
+1,246.8%
-1,245.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.6% |
| 7D | +7.3% | +0.9% | +6.4% | +6.3% |
| 30D | +13.8% | -1.4% | +15.2% | +15.4% |
| 3M | -27.0% | +2.3% | -29.3% | -28.2% |
| 6M | +37.6% | +15.7% | +21.9% | +20.2% |
| YTD | +64.6% | +8.6% | +56.0% | +53.1% |
| 1Y | +132.0% | +14.1% | +118.0% | +105.2% |
| 3Y | +183.7% | +87.9% | +95.8% | +44.1% |
| 5Y | +101.3% | +76.3% | +25.0% | +6.0% |
| 10Y | +122.4% | +409.7% | -287.3% | -68.9% |
| All | +1.5% | +1,246.8% | -1,245.3% | -95.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling