-100.0%
NUWE vs VT
+59.8%
-159.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.4% | +2.3% |
| 7D | +4.9% | -0.7% | +5.6% | +7.8% |
| 30D | +725.4% | -1.7% | +727.1% | +773.0% |
| 3M | +273.6% | -2.3% | +276.0% | +298.9% |
| 6M | -84.8% | +1.5% | -86.3% | -83.7% |
| YTD | -90.9% | +12.0% | -103.0% | -91.2% |
| 1Y | -94.3% | +12.9% | -107.2% | -94.5% |
| 3Y | -100.0% | +74.9% | -174.9% | -100.0% |
| 5Y | -100.0% | +59.9% | -159.9% | -100.0% |
| All | -100.0% | +59.8% | -159.8% | -100.0% |
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