+48.8%
NU vs VST
+666.5%
-617.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.5% | -3.0% |
| 7D | +7.5% | +8.9% | -1.4% | +4.7% |
| 30D | +6.1% | +6.2% | -0.1% | +4.3% |
| 3M | +26.8% | -2.7% | +29.5% | +27.1% |
| 6M | +2.5% | -8.4% | +10.8% | +3.7% |
| YTD | -8.2% | -7.2% | -1.0% | -8.3% |
| 1Y | +3.4% | -20.9% | +24.3% | +7.2% |
| 3Y | +116.2% | +384.0% | -267.8% | -27.0% |
| All | +48.8% | +666.5% | -617.7% | -66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling