+98.1%
NU vs VWO
+62.9%
+35.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.3% | -3.4% |
| 7D | -4.9% | -1.8% | -3.1% | -3.2% |
| 30D | +7.8% | -0.1% | +7.9% | +7.8% |
| 3M | +20.9% | +2.2% | +18.7% | +17.8% |
| 6M | +0.9% | +8.8% | -7.9% | -8.3% |
| YTD | -12.7% | +12.4% | -25.1% | -22.9% |
| 1Y | -6.4% | +15.6% | -22.0% | -19.7% |
| 3Y | +98.1% | +62.5% | +35.6% | +21.2% |
| All | +98.1% | +62.9% | +35.2% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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