+41.5%
NU vs AVTR
-63.2%
+104.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | -4.9% | -1.1% | -3.8% | -4.6% |
| 30D | +7.8% | +6.3% | +1.5% | +6.1% |
| 3M | +20.9% | +53.3% | -32.4% | +6.9% |
| 6M | +0.9% | +78.6% | -77.8% | -14.8% |
| YTD | -12.7% | +29.2% | -41.9% | -20.0% |
| 1Y | -6.4% | +13.8% | -20.2% | -13.4% |
| 3Y | +98.1% | -27.4% | +125.5% | +104.0% |
| All | +41.5% | -63.2% | +104.7% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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