+16.9%
NU vs VT
+59.9%
-42.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.5% |
| 7D | +4.0% | -0.1% | +4.2% | +4.0% |
| 30D | -25.1% | -3.1% | -22.0% | -21.2% |
| 3M | -12.8% | -3.5% | -9.3% | -7.3% |
| 6M | -12.5% | +0.5% | -12.9% | -13.5% |
| YTD | -27.8% | +10.8% | -38.6% | -40.0% |
| 1Y | -24.6% | +11.9% | -36.5% | -38.3% |
| 3Y | +41.8% | +73.0% | -31.2% | -48.0% |
| All | +16.9% | +59.9% | -42.9% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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