+125.1%
NU vs ALC
-15.5%
+140.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.5% |
| 7D | +6.0% | -3.7% | +9.7% | +7.5% |
| 30D | +10.8% | -3.7% | +14.5% | +12.4% |
| 3M | +32.2% | +4.6% | +27.6% | +29.4% |
| 6M | +5.1% | -14.6% | +19.7% | +10.9% |
| YTD | -8.4% | -11.9% | +3.4% | -4.9% |
| 1Y | +0.7% | -13.1% | +13.9% | +4.9% |
| 3Y | +125.1% | -15.0% | +140.1% | +151.3% |
| All | +125.1% | -15.5% | +140.6% | +151.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling