+14.5%
NU vs BA
-17.3%
+31.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.1% |
| 7D | +0.8% | -0.6% | +1.3% | +1.1% |
| 30D | -24.1% | -8.0% | -16.1% | -21.1% |
| 3M | -12.8% | -25.8% | +13.0% | +1.0% |
| 6M | -10.9% | -27.6% | +16.7% | +4.0% |
| YTD | -29.3% | -21.0% | -8.3% | -21.9% |
| 1Y | -26.9% | -12.3% | -14.6% | -23.8% |
| 3Y | +38.8% | -12.8% | +51.6% | +34.4% |
| All | +14.5% | -17.3% | +31.9% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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