+48.4%
NU vs VMC
+34.0%
+14.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.9% |
| 7D | +6.0% | -0.5% | +6.6% | +6.4% |
| 30D | +10.8% | -9.1% | +19.9% | +18.5% |
| 3M | +32.2% | -4.1% | +36.3% | +34.6% |
| 6M | +5.1% | -5.5% | +10.7% | +7.8% |
| YTD | -8.4% | -8.9% | +0.5% | -5.5% |
| 1Y | +0.7% | -12.9% | +13.7% | +7.3% |
| 3Y | +125.1% | +22.1% | +103.0% | +68.6% |
| All | +48.4% | +34.0% | +14.4% | +5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling