+33.5%
NU vs AS
+134.9%
-101.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.4% |
| 7D | +3.6% | +6.9% | -3.3% | +2.0% |
| 30D | -22.8% | +16.0% | -38.8% | -25.6% |
| 3M | -14.8% | -12.8% | -2.0% | -12.3% |
| 6M | -16.9% | -15.4% | -1.5% | -14.0% |
| YTD | -28.1% | -15.7% | -12.4% | -26.0% |
| 1Y | -24.5% | +6.1% | -30.6% | -26.3% |
| All | +33.5% | +134.9% | -101.3% | +12.4% |
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 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