+31.3%
NU vs AS
+125.3%
-94.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -3.3% |
| 7D | +0.8% | -3.6% | +4.4% | +1.7% |
| 30D | -24.1% | +3.4% | -27.5% | -24.7% |
| 3M | -12.8% | -8.6% | -4.2% | -11.2% |
| 6M | -10.9% | -10.0% | -0.8% | -9.1% |
| YTD | -29.3% | -19.2% | -10.2% | -26.5% |
| 1Y | -26.9% | -3.8% | -23.1% | -27.0% |
| All | +31.3% | +125.3% | -94.0% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling