+70.6%
NU vs AS
+120.4%
-49.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.6% | -5.6% | -2.8% |
| 7D | +7.5% | -4.9% | +12.4% | +8.7% |
| 30D | +6.1% | -19.6% | +25.7% | +11.6% |
| 3M | +26.8% | -14.4% | +41.2% | +31.0% |
| 6M | +2.5% | -20.1% | +22.6% | +7.3% |
| YTD | -8.2% | -20.9% | +12.8% | -3.9% |
| 1Y | +3.4% | -21.9% | +25.2% | +8.1% |
| All | +70.6% | +120.4% | -49.8% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling