+48.4%
NU vs ALC
-17.6%
+66.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.8% |
| 7D | +6.0% | -3.7% | +9.7% | +8.2% |
| 30D | +10.8% | -3.7% | +14.5% | +13.1% |
| 3M | +32.2% | +4.6% | +27.6% | +28.0% |
| 6M | +5.1% | -14.6% | +19.7% | +13.6% |
| YTD | -8.4% | -11.9% | +3.4% | -3.3% |
| 1Y | +0.7% | -13.1% | +13.9% | +6.7% |
| 3Y | +125.1% | -15.0% | +140.1% | +129.7% |
| All | +48.4% | -17.6% | +66.0% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling