+3.4%
NU vs VFC
-6.8%
+10.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.3% | -2.6% |
| 7D | +7.5% | -1.6% | +9.1% | +7.9% |
| 30D | +6.1% | -11.6% | +17.8% | +9.5% |
| 3M | +26.8% | -18.1% | +44.9% | +32.3% |
| 6M | +2.5% | -27.4% | +29.8% | +9.2% |
| YTD | -8.2% | -24.8% | +16.6% | -1.8% |
| 1Y | +3.4% | -8.2% | +11.6% | +7.5% |
| All | +3.4% | -6.8% | +10.2% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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