+19.7%
NU vs BABA
-10.1%
+29.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.7% | +6.5% | +3.9% |
| 7D | +6.4% | +3.8% | +2.5% | +5.0% |
| 30D | -23.3% | -5.4% | -17.9% | -22.2% |
| 3M | -10.7% | -17.9% | +7.2% | -5.6% |
| 6M | -10.4% | -24.1% | +13.6% | -3.8% |
| YTD | -26.2% | -27.4% | +1.3% | -20.0% |
| 1Y | -22.1% | -36.1% | +13.9% | -12.3% |
| 3Y | +49.6% | +35.4% | +14.3% | +20.2% |
| All | +19.7% | -10.1% | +29.8% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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