+48.4%
NU vs ALB
-47.5%
+95.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.0% |
| 7D | +6.0% | -4.4% | +10.4% | +7.2% |
| 30D | +10.8% | -1.2% | +11.9% | +11.0% |
| 3M | +32.2% | -13.3% | +45.5% | +36.4% |
| 6M | +5.1% | -19.8% | +24.9% | +9.3% |
| YTD | -8.4% | -7.9% | -0.5% | -9.3% |
| 1Y | +0.7% | +60.2% | -59.4% | -16.9% |
| 3Y | +125.1% | -26.4% | +151.5% | +129.9% |
| All | +48.4% | -47.5% | +95.9% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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