+98.1%
NU vs VTR
+132.9%
-34.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | -4.9% | -0.3% | -4.6% | -4.8% |
| 30D | +7.8% | +1.1% | +6.7% | +7.7% |
| 3M | +20.9% | +7.9% | +13.0% | +18.4% |
| 6M | +0.9% | +6.2% | -5.3% | -0.9% |
| YTD | -12.7% | +17.7% | -30.4% | -16.3% |
| 1Y | -6.4% | +32.9% | -39.3% | -13.3% |
| 3Y | +98.1% | +129.7% | -31.6% | +60.0% |
| All | +98.1% | +132.9% | -34.8% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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