-89.3%
NUS vs VT
+217.6%
-307.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.4% | -5.4% |
| 7D | -14.3% | -0.1% | -14.1% | -13.8% |
| 30D | -15.0% | -3.1% | -11.9% | -12.3% |
| 3M | -20.8% | -3.5% | -17.3% | -17.9% |
| 6M | -42.4% | +0.5% | -42.9% | -42.9% |
| YTD | -56.8% | +10.8% | -67.6% | -61.0% |
| 1Y | -57.7% | +11.9% | -69.6% | -62.1% |
| 3Y | -73.0% | +73.0% | -146.0% | -83.7% |
| 5Y | -89.2% | +58.6% | -147.8% | -93.0% |
| 10Y | -89.3% | +219.2% | -308.5% | -96.1% |
| All | -89.3% | +217.6% | -307.0% | -96.1% |
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