+45.2%
NU vs VIVK
-100.0%
+145.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.3% | +4.2% | -2.2% |
| 7D | -2.6% | -7.9% | +5.3% | -2.6% |
| 30D | +8.2% | -42.0% | +50.2% | +7.9% |
| 3M | +26.3% | -92.5% | +118.8% | +25.3% |
| 6M | +2.2% | -98.0% | +100.3% | +1.4% |
| YTD | -10.4% | -97.9% | +87.5% | -10.6% |
| 1Y | -3.0% | -100.0% | +97.0% | -5.0% |
| 3Y | +120.3% | -100.0% | +220.2% | +117.2% |
| All | +45.2% | -100.0% | +145.2% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling