+45.2%
NU vs VICR
+45.2%
0.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.7% | -1.2% |
| 7D | -2.6% | +1.3% | -3.9% | -2.9% |
| 30D | +8.2% | -11.9% | +20.2% | +10.3% |
| 3M | +26.3% | -35.1% | +61.4% | +33.7% |
| 6M | +2.2% | +8.1% | -5.9% | -6.0% |
| YTD | -10.4% | +67.8% | -78.2% | -25.8% |
| 1Y | -3.0% | +267.3% | -270.3% | -33.6% |
| 3Y | +120.3% | +191.2% | -70.9% | +45.5% |
| All | +45.2% | +45.2% | 0.0% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling