+45.4%
NU vs VFC
-80.5%
+125.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | -4.2% | -3.3% | -0.9% | -3.5% |
| 30D | +10.0% | -14.0% | +24.1% | +13.8% |
| 3M | +29.3% | -22.6% | +51.8% | +36.1% |
| 6M | +0.9% | -24.7% | +25.7% | +6.7% |
| YTD | -10.3% | -29.0% | +18.7% | -4.0% |
| 1Y | -3.2% | -13.8% | +10.6% | -1.5% |
| 3Y | +120.6% | -28.2% | +148.8% | +114.9% |
| All | +45.4% | -80.5% | +125.9% | +286.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling