+48.4%
NU vs AR
+126.6%
-78.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.1% |
| 7D | +6.0% | -1.8% | +7.9% | +6.4% |
| 30D | +10.8% | +12.6% | -1.8% | +8.4% |
| 3M | +32.2% | +10.0% | +22.1% | +29.5% |
| 6M | +5.1% | +0.6% | +4.5% | +4.1% |
| YTD | -8.4% | +13.4% | -21.8% | -11.9% |
| 1Y | +0.7% | +21.7% | -21.0% | -5.1% |
| 3Y | +125.1% | +45.8% | +79.3% | +100.7% |
| All | +48.4% | +126.6% | -78.1% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling