+44.8%
NU vs ALLE
+88.9%
-44.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.7% |
| 7D | +3.6% | -0.6% | +4.2% | +3.8% |
| 30D | -22.8% | +25.3% | -48.1% | -27.9% |
| 3M | -14.8% | +10.3% | -25.1% | -17.3% |
| 6M | -16.9% | +38.0% | -55.0% | -25.2% |
| YTD | -28.1% | +17.8% | -45.9% | -32.6% |
| 1Y | -24.5% | +13.6% | -38.1% | -28.3% |
| 3Y | +44.8% | +89.2% | -44.4% | +10.7% |
| All | +44.8% | +88.9% | -44.1% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling