+28.0%
NU vs AR
+124.6%
-96.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.1% | +11.7% | +11.7% |
| 7D | +9.9% | +7.4% | +2.5% | +8.6% |
| 30D | -11.5% | +5.8% | -17.2% | -12.7% |
| 3M | -5.1% | +5.2% | -10.3% | -6.4% |
| 6M | +3.1% | +5.4% | -2.3% | +1.3% |
| YTD | -21.0% | +12.4% | -33.4% | -24.3% |
| 1Y | -15.2% | +12.8% | -28.0% | -18.9% |
| 3Y | +56.4% | +47.2% | +9.3% | +39.0% |
| All | +28.0% | +124.6% | -96.6% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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