+103.3%
NU vs VMC
+17.4%
+85.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.1% | -0.6% |
| 7D | -2.6% | -5.3% | +2.7% | -0.1% |
| 30D | +8.2% | -12.3% | +20.5% | +15.1% |
| 3M | +26.3% | -10.3% | +36.5% | +32.0% |
| 6M | +2.2% | -8.6% | +10.8% | +5.7% |
| YTD | -10.4% | -11.9% | +1.5% | -7.1% |
| 1Y | -3.0% | -13.9% | +10.9% | +1.6% |
| All | +103.3% | +17.4% | +85.8% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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