-100.0%
NUWE vs VT
+356.5%
-456.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.2% |
| 7D | +7.0% | +2.4% | +4.6% | +4.3% |
| 30D | +824.5% | -1.5% | +826.0% | +853.4% |
| 3M | +276.9% | -4.1% | +281.0% | +297.3% |
| 6M | -86.4% | +0.6% | -87.0% | -85.7% |
| YTD | -92.0% | +11.0% | -103.0% | -91.9% |
| 1Y | -94.3% | +13.3% | -107.6% | -94.3% |
| 3Y | -100.0% | +73.4% | -173.4% | -100.0% |
| 5Y | -100.0% | +57.4% | -157.4% | -100.0% |
| 10Y | -100.0% | +221.7% | -321.7% | -100.0% |
| All | -100.0% | +356.5% | -456.5% | -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 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