+41.5%
NU vs VXUS
+58.4%
-16.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -4.2% |
| 7D | -4.9% | -1.4% | -3.4% | -2.9% |
| 30D | +7.8% | -0.5% | +8.3% | +8.6% |
| 3M | +20.9% | +2.6% | +18.4% | +16.0% |
| 6M | +0.9% | +10.9% | -10.0% | -15.0% |
| YTD | -12.7% | +16.1% | -28.8% | -31.8% |
| 1Y | -6.4% | +22.3% | -28.7% | -32.8% |
| 3Y | +98.1% | +72.0% | +26.1% | -20.5% |
| All | +41.5% | +58.4% | -16.8% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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