-27.1%
NUVB vs VT
+66.2%
-93.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.2% |
| 7D | -0.5% | +1.0% | -1.5% | -1.9% |
| 30D | +0.2% | -0.2% | +0.4% | +0.4% |
| 3M | +37.7% | +4.5% | +33.2% | +28.5% |
| 6M | +44.0% | +14.1% | +30.0% | +19.0% |
| YTD | -26.2% | +14.8% | -41.0% | -39.4% |
| 1Y | +89.4% | +21.2% | +68.2% | +44.6% |
| 3Y | +323.7% | +76.6% | +247.1% | +101.0% |
| 5Y | -27.1% | +66.6% | -93.7% | -61.9% |
| All | -27.1% | +66.2% | -93.3% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling