+24.2%
NU vs VG
-38.0%
+62.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.3% |
| 7D | +6.0% | -2.5% | +8.5% | +6.1% |
| 30D | +10.8% | +11.1% | -0.3% | +10.5% |
| 3M | +32.2% | +14.9% | +17.3% | +31.5% |
| 6M | +5.1% | +18.4% | -13.2% | +3.0% |
| YTD | -8.4% | +116.6% | -125.0% | -16.3% |
| 1Y | +0.7% | +9.4% | -8.6% | -1.5% |
| All | +24.2% | -38.0% | +62.3% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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