+3.4%
NU vs ALC
-10.2%
+13.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.4% |
| 7D | +7.5% | -2.1% | +9.6% | +8.1% |
| 30D | +6.1% | -0.1% | +6.2% | +6.3% |
| 3M | +26.8% | +5.9% | +20.9% | +24.7% |
| 6M | +2.5% | -15.9% | +18.4% | +5.6% |
| YTD | -8.2% | -10.1% | +1.9% | -6.8% |
| 1Y | +3.4% | -10.2% | +13.6% | +3.3% |
| All | +3.4% | -10.2% | +13.5% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling