+48.8%
NU vs ALLE
+27.0%
+21.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.6% |
| 7D | +7.5% | -0.2% | +7.7% | +7.6% |
| 30D | +6.1% | -6.8% | +12.9% | +10.5% |
| 3M | +26.8% | +21.0% | +5.8% | +12.0% |
| 6M | +2.5% | +1.1% | +1.4% | +0.8% |
| YTD | -8.2% | -0.5% | -7.6% | -9.9% |
| 1Y | +3.4% | -7.3% | +10.6% | +5.8% |
| 3Y | +116.2% | +42.3% | +73.9% | +54.7% |
| All | +48.8% | +27.0% | +21.8% | +23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling