+91.8%
VUG vs NVD
-99.2%
+191.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.2% |
| 7D | +0.1% | +0.5% | -0.4% | +0.2% |
| 30D | -1.7% | -9.3% | +7.6% | -2.7% |
| 3M | +2.8% | -22.1% | +24.9% | +0.3% |
| 6M | +13.6% | -45.8% | +59.4% | +6.1% |
| YTD | +8.1% | -46.7% | +54.8% | +1.5% |
| 1Y | +13.1% | -59.5% | +72.5% | +3.3% |
| 3Y | +87.0% | -99.2% | +186.1% | +7.7% |
| All | +91.8% | -99.2% | +191.0% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling