+57.1%
NU vs ARM
+256.1%
-199.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.7% |
| 7D | +0.8% | +19.8% | -19.1% | -2.3% |
| 30D | -24.1% | -21.8% | -2.3% | -21.4% |
| 3M | -12.8% | -26.5% | +13.8% | -9.3% |
| 6M | -10.9% | -3.9% | -6.9% | -14.4% |
| YTD | -29.3% | +82.8% | -112.1% | -40.9% |
| 1Y | -26.9% | +34.3% | -61.2% | -35.4% |
| 3Y | +38.8% | +282.2% | -243.4% | +2.4% |
| All | +57.1% | +256.1% | -199.0% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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