+41.5%
NU vs VTR
+110.5%
-69.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | -4.9% | -0.3% | -4.6% | -4.8% |
| 30D | +7.8% | +1.1% | +6.7% | +7.4% |
| 3M | +20.9% | +7.9% | +13.0% | +16.5% |
| 6M | +0.9% | +6.2% | -5.3% | -2.4% |
| YTD | -12.7% | +17.7% | -30.4% | -19.4% |
| 1Y | -6.4% | +32.9% | -39.3% | -18.5% |
| 3Y | +98.1% | +129.7% | -31.6% | +28.1% |
| All | +41.5% | +110.5% | -69.0% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling