+45.2%
NU vs VCLT
-15.4%
+60.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.0% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | +8.2% | +0.1% | +8.1% | +8.2% |
| 3M | +26.3% | -2.9% | +29.1% | +29.2% |
| 6M | +2.2% | -4.0% | +6.2% | +5.7% |
| YTD | -10.4% | -2.2% | -8.1% | -8.6% |
| 1Y | -3.0% | -2.6% | -0.4% | -0.9% |
| 3Y | +120.3% | +12.3% | +108.0% | +99.0% |
| All | +45.2% | -15.4% | +60.6% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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