+45.2%
NU vs ALM
+1,031.5%
-986.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +2.0% | -1.9% |
| 7D | -2.6% | +3.6% | -6.2% | -2.8% |
| 30D | +8.2% | +33.8% | -25.6% | +6.2% |
| 3M | +26.3% | +14.8% | +11.5% | +24.6% |
| 6M | +2.2% | -7.0% | +9.2% | +1.4% |
| YTD | -10.4% | +108.1% | -118.5% | -14.6% |
| 1Y | -3.0% | +313.8% | -316.7% | -10.6% |
| 3Y | +120.3% | +2,227.6% | -2,107.4% | +85.7% |
| All | +45.2% | +1,031.5% | -986.3% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling