-22.7%
NUGT vs VT
+222.7%
-245.4%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.6% | -7.3% | -7.1% |
| 7D | -9.5% | +2.9% | -12.4% | -12.7% |
| 30D | -15.0% | -2.5% | -12.5% | -11.4% |
| 3M | -25.0% | -3.3% | -21.6% | -20.3% |
| 6M | -39.6% | +1.5% | -41.1% | -38.1% |
| YTD | -32.6% | +11.4% | -43.9% | -36.0% |
| 1Y | -22.2% | +11.9% | -34.1% | -26.2% |
| 3Y | +374.9% | +73.9% | +301.0% | +189.3% |
| 5Y | +120.0% | +57.9% | +62.1% | +46.1% |
| All | -22.7% | +222.7% | -245.4% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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