+25.7%
NUW vs VT
+221.8%
-196.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -2.5% | +2.4% | -4.9% | -3.0% |
| 30D | +4.1% | -1.5% | +5.6% | +4.4% |
| 3M | -3.0% | -4.1% | +1.1% | -2.1% |
| 6M | -1.6% | +0.6% | -2.1% | -1.8% |
| YTD | -2.2% | +11.0% | -13.3% | -4.7% |
| 1Y | -1.7% | +13.3% | -15.1% | -4.7% |
| 3Y | +17.6% | +73.4% | -55.8% | +2.7% |
| 5Y | -0.9% | +57.4% | -58.4% | -12.1% |
| All | +25.7% | +221.8% | -196.1% | -7.7% |
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