-89.5%
NUS vs VT
+215.5%
-305.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +0.2% | -9.7% | -9.7% |
| 7D | -11.8% | -2.3% | -9.5% | -9.6% |
| 30D | -14.6% | -5.0% | -9.6% | -10.3% |
| 3M | -20.0% | -4.9% | -15.1% | -16.0% |
| 6M | -42.9% | -1.5% | -41.3% | -42.2% |
| YTD | -56.1% | +8.5% | -64.6% | -59.5% |
| 1Y | -60.8% | +11.4% | -72.2% | -64.7% |
| 3Y | -73.8% | +70.1% | -143.9% | -84.0% |
| 5Y | -88.8% | +53.7% | -142.5% | -92.5% |
| All | -89.5% | +215.5% | -305.0% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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