+45.4%
NU vs ALLY
+2.9%
+42.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | -4.2% | -3.3% | -1.0% | -2.6% |
| 30D | +10.0% | -4.1% | +14.1% | +12.5% |
| 3M | +29.3% | +1.4% | +27.9% | +28.4% |
| 6M | +0.9% | +14.4% | -13.4% | -5.9% |
| YTD | -10.3% | -4.9% | -5.3% | -8.5% |
| 1Y | -3.2% | +5.5% | -8.7% | -6.8% |
| 3Y | +120.6% | +66.0% | +54.5% | +58.7% |
| All | +45.4% | +2.9% | +42.5% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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