+60.7%
NOK vs VUG
+62.0%
-1.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -1.8% |
| 7D | +5.4% | +2.5% | +2.8% | +3.5% |
| 30D | -14.1% | -6.3% | -7.9% | -9.2% |
| 3M | -23.6% | -6.0% | -17.5% | -19.1% |
| 6M | -45.1% | -3.5% | -41.6% | -42.5% |
| YTD | +24.7% | +3.9% | +20.8% | +24.4% |
| 1Y | +19.0% | +5.1% | +13.9% | +17.8% |
| 3Y | +147.0% | +77.9% | +69.2% | +65.6% |
| All | +60.7% | +62.0% | -1.3% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling