+41.5%
NU vs VICR
+56.3%
-14.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +11.2% | -13.8% | -4.7% |
| 7D | -4.9% | +5.0% | -9.8% | -5.9% |
| 30D | +7.8% | -12.5% | +20.3% | +9.9% |
| 3M | +20.9% | -33.6% | +54.5% | +27.4% |
| 6M | +0.9% | +10.7% | -9.8% | -7.7% |
| YTD | -12.7% | +80.6% | -93.2% | -28.8% |
| 1Y | -6.4% | +288.4% | -294.8% | -36.7% |
| 3Y | +98.1% | +213.8% | -115.7% | +28.8% |
| All | +41.5% | +56.3% | -14.8% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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