+142.8%
NUSC vs VT
+208.5%
-65.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.1% |
| 7D | +0.4% | -0.1% | +0.5% | +0.5% |
| 30D | +3.3% | -3.1% | +6.3% | +6.9% |
| 3M | -3.1% | -3.5% | +0.4% | +0.9% |
| 6M | +2.9% | +0.5% | +2.4% | +2.1% |
| YTD | +14.0% | +10.8% | +3.2% | +1.0% |
| 1Y | +16.0% | +11.9% | +4.1% | +1.6% |
| 3Y | +57.3% | +73.0% | -15.7% | -16.0% |
| 5Y | +21.7% | +58.6% | -36.9% | -27.7% |
| All | +142.8% | +208.5% | -65.7% | -28.3% |
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