+2,622.7%
NVDL vs VUG
+127.5%
+2,495.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -0.1% |
| 7D | -0.8% | +0.1% | -0.9% | -1.1% |
| 30D | +3.4% | -1.7% | +5.1% | +10.6% |
| 3M | +8.1% | +2.8% | +5.3% | +0.5% |
| 6M | +31.9% | +13.6% | +18.3% | -10.8% |
| YTD | +21.1% | +8.1% | +13.0% | -0.7% |
| 1Y | +34.0% | +13.1% | +21.0% | -3.7% |
| 3Y | +677.9% | +87.0% | +591.0% | +73.5% |
| All | +2,622.7% | +127.5% | +2,495.3% | +245.4% |
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 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