+36.7%
NU vs AS
+131.9%
-95.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.6% |
| 7D | +2.8% | -3.0% | +5.8% | +3.5% |
| 30D | -23.0% | +9.6% | -32.6% | -24.8% |
| 3M | -9.7% | -8.2% | -1.6% | -8.2% |
| 6M | -8.7% | -9.9% | +1.2% | -7.0% |
| YTD | -26.4% | -16.8% | -9.6% | -24.0% |
| 1Y | -24.8% | +3.0% | -27.8% | -26.1% |
| All | +36.7% | +131.9% | -95.2% | +15.4% |
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