+14.5%
NU vs VST
+591.7%
-577.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.2% |
| 7D | +0.8% | +19.2% | -18.4% | -4.5% |
| 30D | -24.1% | -17.2% | -6.9% | -20.4% |
| 3M | -12.8% | -8.1% | -4.6% | -11.6% |
| 6M | -10.9% | -8.1% | -2.7% | -10.4% |
| YTD | -29.3% | -16.3% | -13.1% | -28.1% |
| 1Y | -26.9% | -24.1% | -2.8% | -23.5% |
| 3Y | +38.8% | +300.2% | -261.4% | -48.9% |
| All | +14.5% | +591.7% | -577.2% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling