-99.8%
NUGT vs VT
+359.3%
-459.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.1% |
| 7D | +27.7% | -2.3% | +30.0% | +31.8% |
| 30D | +2.0% | -5.0% | +6.9% | +10.1% |
| 3M | +1.0% | -4.9% | +5.9% | +10.1% |
| 6M | -23.0% | -1.5% | -21.5% | -17.8% |
| YTD | -22.2% | +8.5% | -30.7% | -24.2% |
| 1Y | +12.0% | +11.4% | +0.6% | +6.3% |
| 3Y | +378.0% | +70.1% | +307.9% | +173.3% |
| 5Y | +186.6% | +53.7% | +132.9% | +89.4% |
| 10Y | -49.0% | +220.0% | -269.0% | -87.5% |
| All | -99.8% | +359.3% | -459.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling