+28.0%
NU vs AVAV
+93.4%
-65.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.7% | +14.5% | +12.4% |
| 7D | +9.9% | +4.2% | +5.7% | +8.7% |
| 30D | -11.5% | -2.6% | -8.9% | -11.6% |
| 3M | -5.1% | -38.0% | +32.9% | +5.0% |
| 6M | +3.1% | -27.0% | +30.1% | +7.0% |
| YTD | -21.0% | -51.4% | +30.4% | -12.7% |
| 1Y | -15.2% | -60.2% | +45.0% | -1.4% |
| 3Y | +56.4% | -6.7% | +63.1% | +18.7% |
| All | +28.0% | +93.4% | -65.4% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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