It’s impossible to describe the titular character in Nancy, writer/director Christina Choe’s feature debut, with any degree of certainty. Everything about her life is shapeless and fluid, filling whatever void it’s invited into: The 35-year-old Nancy (Andrea Riseborough) works as a temp and still lives at home in small-town New Jersey with her ailing, overly critical mother (Ann Dowd). She spends the rest of her time and energy maintaining several different online identities and telling lies about vacationing in North Korea and being pregnant.

Both Nancy the person and Nancy the film live in a vacuum where it doesn’t actually matter what’s true and what isn’t.

Nancy’s elaborate lies make her seem untrustworthy, but never malicious—maybe she thinks her stories are true, or maybe they’re embroidered half-truths. But the stakes are raised shortly after the death of her mother, when Nancy sees a news segment on TV about an older couple—professor Ellen (J. Smith-Cameron) and psychologist Leo (Steve Buscemi)—whose daughter disappeared 30 years ago. Nancy does the math, compares her own features to the artist’s rendering of the missing girl (she’s got Buscemi eyes!), and becomes convinced that she was kidnapped as a child and these are her real parents.

Nancy is being sold as a psychological thriller, and while there’s some extremely subtle suspense, and while Nancy’s meeting with Ellen and Leo certainly breeds some uncomfortable tension, the plot is really fueled by all three characters’ desperation for and fear of the truth. But they’re reluctant detectives: At one point Ellen explains, “People get taken from you, just like that. We have to appreciate what we have now. It’s the only thing that’s real.”

So instead of searching for concrete answers, both Nancy the person and Nancy the film live in a vacuum where it doesn’t actually matter what’s true and what isn’t. The focus is more on the sadness that inspires people to lie, both to each other and to themselves. It’s obvious that something traumatic happened in Nancy’s childhood, and though she’s a frustrating protagonist, her willingness to shapeshift and become whatever other people want her to be is relatable—she just wants to make sense of her existence.

Yet while Nancy’s drama can feel real and intense, the film’s ultimately more frustrating than mysterious. Very little actually happens! Sure, each scene is saturated with nebulous subtext, and yes, the truth might be irrelevant—but it’s still unsatisfying for a story to reveal so little.