+60.4%
NU vs ARM
+223.5%
-163.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.8% |
| 7D | +4.0% | -10.4% | +14.4% | +5.7% |
| 30D | -25.1% | -31.8% | +6.8% | -20.6% |
| 3M | -12.8% | -32.2% | +19.4% | -8.1% |
| 6M | -12.5% | -14.9% | +2.4% | -14.2% |
| YTD | -27.8% | +66.0% | -93.9% | -38.7% |
| 1Y | -24.6% | +17.2% | -41.8% | -31.7% |
| 3Y | +41.8% | +247.2% | -205.4% | +6.3% |
| All | +60.4% | +223.5% | -163.1% | +31.5% |
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