+48.4%
NU vs VST
+678.9%
-630.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.7% |
| 7D | +6.0% | +9.9% | -3.9% | +3.0% |
| 30D | +10.8% | +7.9% | +2.8% | +8.3% |
| 3M | +32.2% | +3.4% | +28.7% | +30.1% |
| 6M | +5.1% | -4.1% | +9.2% | +5.0% |
| YTD | -8.4% | -5.7% | -2.7% | -9.0% |
| 1Y | +0.7% | -18.9% | +19.6% | +3.6% |
| 3Y | +125.1% | +359.1% | -233.9% | -20.4% |
| All | +48.4% | +678.9% | -630.5% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VST 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling