+14.5%
NU vs ALC
-14.4%
+28.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.5% |
| 7D | +0.8% | -6.2% | +6.9% | +4.1% |
| 30D | -24.1% | +14.0% | -38.1% | -29.5% |
| 3M | -12.8% | -2.4% | -10.4% | -12.0% |
| 6M | -10.9% | +12.6% | -23.5% | -17.5% |
| YTD | -29.3% | -8.4% | -20.9% | -27.3% |
| 1Y | -26.9% | -9.1% | -17.7% | -24.6% |
| 3Y | +38.8% | -0.3% | +39.1% | +25.1% |
| All | +14.5% | -14.4% | +28.9% | +23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling