+56.4%
NU vs VFC
+50.0%
+6.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +3.2% | +8.5% | +11.2% |
| 7D | +9.9% | +1.6% | +8.3% | +9.7% |
| 30D | -11.5% | +25.5% | -36.9% | -14.6% |
| 3M | -5.1% | +41.3% | -46.4% | -10.3% |
| 6M | +3.1% | +22.2% | -19.1% | -0.7% |
| YTD | -21.0% | +16.4% | -37.4% | -23.4% |
| 1Y | -15.2% | +38.4% | -53.6% | -19.8% |
| 3Y | +56.4% | +56.2% | +0.2% | +51.2% |
| All | +56.4% | +50.0% | +6.5% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling