+45.4%
NU vs AVTR
-63.0%
+108.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.2% | -2.0% | -2.2% | -3.7% |
| 30D | +10.0% | +8.1% | +2.0% | +7.9% |
| 3M | +29.3% | +54.2% | -24.9% | +14.1% |
| 6M | +0.9% | +82.6% | -81.6% | -15.3% |
| YTD | -10.3% | +29.8% | -40.1% | -17.9% |
| 1Y | -3.2% | +18.0% | -21.2% | -11.5% |
| 3Y | +120.6% | -26.4% | +147.0% | +125.8% |
| All | +45.4% | -63.0% | +108.4% | +120.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling