+98.1%
NU vs VYM
+65.1%
+33.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.3% | -3.5% |
| 7D | -4.9% | -0.8% | -4.1% | -3.9% |
| 30D | +7.8% | -2.2% | +10.1% | +11.1% |
| 3M | +20.9% | +3.1% | +17.9% | +16.3% |
| 6M | +0.9% | +9.7% | -8.8% | -10.6% |
| YTD | -12.7% | +14.9% | -27.6% | -27.0% |
| 1Y | -6.4% | +17.6% | -24.0% | -24.0% |
| 3Y | +98.1% | +65.3% | +32.8% | +14.2% |
| All | +98.1% | +65.1% | +33.0% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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