+16.5%
NU vs AR
+109.2%
-92.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.6% |
| 7D | +3.6% | -14.3% | +17.9% | +6.3% |
| 30D | -22.8% | +1.4% | -24.2% | -23.3% |
| 3M | -14.8% | +3.4% | -18.2% | -15.8% |
| 6M | -16.9% | -2.1% | -14.9% | -17.4% |
| YTD | -28.1% | +4.7% | -32.8% | -30.2% |
| 1Y | -24.5% | +10.6% | -35.1% | -27.8% |
| 3Y | +44.8% | +24.6% | +20.2% | +32.5% |
| All | +16.5% | +109.2% | -92.7% | +7.0% |
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