+101.4%
NUW vs VT
+719.9%
-618.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.4% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | +5.3% | -3.1% | +8.3% | +5.7% |
| 3M | -0.4% | -3.5% | +3.1% | +0.1% |
| 6M | +0.2% | +0.5% | -0.3% | 0.0% |
| YTD | -0.4% | +10.8% | -11.2% | -2.0% |
| 1Y | +0.3% | +11.9% | -11.6% | -1.5% |
| 3Y | +18.7% | +73.0% | -54.3% | +9.1% |
| 5Y | +1.3% | +58.6% | -57.3% | -6.2% |
| 10Y | +24.1% | +219.2% | -195.1% | +5.0% |
| All | +101.4% | +719.9% | -618.6% | +61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling