+41.5%
NU vs VFC
-79.7%
+121.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.4% | -7.0% | -3.6% |
| 7D | -4.9% | -1.4% | -3.5% | -4.6% |
| 30D | +7.8% | -9.0% | +16.8% | +10.1% |
| 3M | +20.9% | -24.2% | +45.1% | +27.9% |
| 6M | +0.9% | -18.5% | +19.4% | +4.8% |
| YTD | -12.7% | -25.9% | +13.2% | -7.5% |
| 1Y | -6.4% | -13.0% | +6.6% | -5.1% |
| 3Y | +98.1% | -20.3% | +118.4% | +86.0% |
| All | +41.5% | -79.7% | +121.2% | +272.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling