-24.6%
NU vs AR
+9.7%
-34.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | +1.0% |
| 7D | +4.0% | -5.8% | +9.8% | +3.2% |
| 30D | -25.1% | +4.8% | -29.9% | -24.9% |
| 3M | -12.8% | +1.5% | -14.4% | -12.9% |
| 6M | -12.5% | +4.7% | -17.2% | -12.0% |
| YTD | -27.8% | +9.2% | -37.0% | -28.4% |
| 1Y | -24.6% | +11.2% | -35.8% | -25.5% |
| All | -24.6% | +9.7% | -34.3% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling