-56.5%
NUGT vs VT
+221.4%
-278.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.1% |
| 7D | +7.7% | +1.0% | +6.7% | +6.4% |
| 30D | +17.2% | -0.2% | +17.4% | +18.0% |
| 3M | +44.7% | +4.5% | +40.2% | +39.1% |
| 6M | -20.2% | +14.1% | -34.3% | -28.9% |
| YTD | +2.9% | +14.8% | -11.9% | -7.7% |
| 1Y | +56.7% | +21.2% | +35.5% | +33.4% |
| 3Y | +553.7% | +76.6% | +477.1% | +275.2% |
| 5Y | +286.3% | +66.6% | +219.7% | +135.2% |
| 10Y | -56.5% | +222.3% | -278.8% | -90.8% |
| All | -56.5% | +221.4% | -278.0% | -90.8% |
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