+103.3%
NU vs VFC
-27.2%
+130.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.8% |
| 7D | -2.6% | -2.3% | -0.3% | -2.3% |
| 30D | +8.2% | -13.4% | +21.6% | +10.5% |
| 3M | +26.3% | -23.7% | +50.0% | +30.9% |
| 6M | +2.2% | -24.5% | +26.7% | +6.1% |
| YTD | -10.4% | -27.8% | +17.4% | -6.5% |
| 1Y | -3.0% | -13.5% | +10.5% | -1.3% |
| All | +103.3% | -27.2% | +130.5% | +106.9% |
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