+41.5%
NU vs VIVK
-100.0%
+141.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.4% | +4.7% | -2.7% |
| 7D | -4.9% | -4.4% | -0.5% | -4.9% |
| 30D | +7.8% | -40.8% | +48.6% | +7.6% |
| 3M | +20.9% | -94.1% | +115.1% | +19.9% |
| 6M | +0.9% | -98.2% | +99.1% | 0.0% |
| YTD | -12.7% | -98.0% | +85.3% | -12.9% |
| 1Y | -6.4% | -100.0% | +93.6% | -8.3% |
| 3Y | +98.1% | -100.0% | +198.1% | +95.3% |
| All | +41.5% | -100.0% | +141.5% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling