+98.1%
NU vs VIVK
-100.0%
+198.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.4% | +4.7% | -2.6% |
| 7D | -4.9% | -4.4% | -0.5% | -4.9% |
| 30D | +7.8% | -40.8% | +48.6% | +7.9% |
| 3M | +20.9% | -94.1% | +115.1% | +22.0% |
| 6M | +0.9% | -98.2% | +99.1% | +2.4% |
| YTD | -12.7% | -98.0% | +85.3% | -11.5% |
| 1Y | -6.4% | -100.0% | +93.6% | -2.5% |
| 3Y | +98.1% | -100.0% | +198.1% | +91.0% |
| All | +98.1% | -100.0% | +198.1% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 3y: compounded portfolio wealth divided by compounded VIVK 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…
3y analysis · Full analysis span regression · 6 months rolling