+147.0%
NOK vs VUG
+78.3%
+68.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -1.8% |
| 7D | +5.4% | +2.5% | +2.8% | +3.4% |
| 30D | -14.1% | -6.3% | -7.9% | -9.2% |
| 3M | -23.6% | -6.0% | -17.5% | -19.2% |
| 6M | -45.1% | -3.5% | -41.6% | -42.6% |
| YTD | +24.7% | +3.9% | +20.8% | +25.4% |
| 1Y | +19.0% | +5.1% | +13.9% | +19.0% |
| 3Y | +147.0% | +77.9% | +69.2% | +55.8% |
| All | +147.0% | +78.3% | +68.7% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling