+45.4%
NU vs ALM
+922.8%
-877.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.6% | +9.7% | +0.7% |
| 7D | -4.2% | -7.1% | +2.9% | -3.8% |
| 30D | +10.0% | +24.7% | -14.6% | +8.4% |
| 3M | +29.3% | +8.3% | +21.0% | +28.0% |
| 6M | +0.9% | -22.2% | +23.1% | +1.0% |
| YTD | -10.3% | +88.1% | -98.4% | -14.0% |
| 1Y | -3.2% | +272.4% | -275.5% | -10.2% |
| 3Y | +120.6% | +2,004.1% | -1,883.6% | +87.0% |
| All | +45.4% | +922.8% | -877.4% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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