-4.4%
NOK vs VUG
+1,251.8%
-1,256.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.1% | +3.1% |
| 7D | -1.8% | -0.1% | -1.7% | -1.7% |
| 30D | +4.7% | -0.3% | +5.0% | +5.0% |
| 3M | -39.7% | -0.7% | -39.0% | -38.6% |
| 6M | +23.1% | +14.6% | +8.4% | +8.5% |
| YTD | +55.0% | +9.0% | +46.0% | +43.7% |
| 1Y | +118.0% | +14.9% | +103.2% | +91.6% |
| 3Y | +170.5% | +86.0% | +84.4% | +38.9% |
| 5Y | +84.9% | +76.7% | +8.2% | -2.8% |
| 10Y | +112.0% | +411.3% | -299.3% | -70.4% |
| All | -4.4% | +1,251.8% | -1,256.2% | -95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling