+41.5%
NU vs AGG
-1.6%
+43.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | -4.9% | -1.1% | -3.8% | -3.8% |
| 30D | +7.8% | -1.1% | +9.0% | +9.2% |
| 3M | +20.9% | -1.9% | +22.9% | +23.5% |
| 6M | +0.9% | -1.7% | +2.6% | +2.9% |
| YTD | -12.7% | -1.3% | -11.4% | -11.3% |
| 1Y | -6.4% | -0.7% | -5.7% | -5.5% |
| 3Y | +98.1% | +12.5% | +85.6% | +72.9% |
| All | +41.5% | -1.6% | +43.1% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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