+44.8%
NU vs VST
+264.2%
-219.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.6% | -8.1% | +0.1% |
| 7D | +3.6% | -9.8% | +13.4% | +5.4% |
| 30D | -22.8% | -25.1% | +2.4% | -18.2% |
| 3M | -14.8% | -11.6% | -3.2% | -13.1% |
| 6M | -16.9% | -20.9% | +4.0% | -13.7% |
| YTD | -28.1% | -22.3% | -5.8% | -25.9% |
| 1Y | -24.5% | -32.0% | +7.5% | -20.0% |
| 3Y | +44.8% | +262.4% | -217.6% | -18.4% |
| All | +44.8% | +264.2% | -219.5% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling