+14.5%
NU vs ALLE
+54.1%
-39.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.4% | -3.7% |
| 7D | +0.8% | +1.6% | -0.8% | -0.1% |
| 30D | -24.1% | +24.1% | -48.2% | -33.0% |
| 3M | -12.8% | +14.8% | -27.6% | -19.7% |
| 6M | -10.9% | +45.9% | -56.7% | -29.5% |
| YTD | -29.3% | +20.7% | -50.1% | -38.2% |
| 1Y | -26.9% | +14.2% | -41.1% | -33.7% |
| 3Y | +38.8% | +90.7% | -51.8% | -18.7% |
| All | +14.5% | +54.1% | -39.6% | -15.1% |
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