+92.5%
VUG vs NVD
-99.1%
+191.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.7% | +1.0% |
| 7D | -0.5% | +10.8% | -11.3% | +1.2% |
| 30D | -1.0% | +0.8% | -1.7% | -0.3% |
| 3M | +3.5% | -20.8% | +24.4% | +1.2% |
| 6M | +14.2% | -41.2% | +55.3% | +8.0% |
| YTD | +8.5% | -44.2% | +52.7% | +2.7% |
| 1Y | +12.9% | -54.2% | +67.0% | +5.1% |
| 3Y | +85.6% | -99.1% | +184.8% | +7.4% |
| All | +92.5% | -99.1% | +191.7% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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