+41.5%
NU vs VIG
+56.3%
-14.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.8% |
| 7D | -4.9% | -1.1% | -3.8% | -3.2% |
| 30D | +7.8% | -2.7% | +10.6% | +12.8% |
| 3M | +20.9% | +2.5% | +18.4% | +16.0% |
| 6M | +0.9% | +9.2% | -8.3% | -12.7% |
| YTD | -12.7% | +9.8% | -22.5% | -25.2% |
| 1Y | -6.4% | +12.4% | -18.8% | -22.7% |
| 3Y | +98.1% | +55.9% | +42.2% | -6.9% |
| All | +41.5% | +56.3% | -14.7% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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