-20.1%
NVDL vs VUG
+4.9%
-25.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.5% | -7.6% | -10.6% |
| 7D | -14.0% | -3.0% | -11.0% | -6.0% |
| 30D | -31.2% | -6.4% | -24.8% | -15.8% |
| 3M | -15.5% | -3.2% | -12.3% | -5.7% |
| 6M | -10.3% | +3.1% | -13.4% | -13.4% |
| YTD | -5.8% | +6.3% | -12.1% | -13.2% |
| 1Y | -20.1% | +5.2% | -25.3% | -23.4% |
| All | -20.1% | +4.9% | -25.0% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling