+41.5%
NU vs VSH
+73.2%
-31.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.1% | -8.8% | -4.4% |
| 7D | -4.9% | +4.8% | -9.6% | -6.2% |
| 30D | +7.8% | -0.7% | +8.5% | +7.8% |
| 3M | +20.9% | -43.1% | +64.0% | +38.3% |
| 6M | +0.9% | +91.8% | -90.9% | -28.9% |
| YTD | -12.7% | +131.6% | -144.3% | -43.1% |
| 1Y | -6.4% | +118.1% | -124.5% | -38.3% |
| 3Y | +98.1% | +40.9% | +57.2% | +55.3% |
| All | +41.5% | +73.2% | -31.6% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling