+127.6%
NOK vs VUG
+419.9%
-292.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.9% |
| 7D | +8.7% | -1.9% | +10.6% | +10.2% |
| 30D | +12.5% | -1.6% | +14.1% | +13.9% |
| 3M | -20.7% | +4.4% | -25.1% | -22.8% |
| 6M | +36.2% | +13.2% | +23.0% | +25.6% |
| YTD | +64.1% | +7.5% | +56.6% | +57.2% |
| 1Y | +132.4% | +12.5% | +119.9% | +115.4% |
| 3Y | +182.9% | +86.0% | +96.9% | +75.9% |
| 5Y | +102.8% | +76.5% | +26.3% | +29.5% |
| All | +127.6% | +419.9% | -292.3% | -49.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling