+45.2%
NU vs ALLE
+22.6%
+22.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -0.5% |
| 7D | -2.6% | -2.2% | -0.4% | -1.4% |
| 30D | +8.2% | -8.3% | +16.6% | +13.8% |
| 3M | +26.3% | +16.3% | +10.0% | +14.2% |
| 6M | +2.2% | +1.8% | +0.4% | 0.0% |
| YTD | -10.4% | -3.9% | -6.4% | -10.2% |
| 1Y | -3.0% | -10.0% | +7.0% | +1.1% |
| 3Y | +120.3% | +45.8% | +74.4% | +52.7% |
| All | +45.2% | +22.6% | +22.6% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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