+48.4%
NU vs BABA
-3.9%
+52.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | +6.0% | -0.2% | +6.2% | +6.0% |
| 30D | +10.8% | -12.3% | +23.0% | +14.8% |
| 3M | +32.2% | -5.3% | +37.5% | +33.1% |
| 6M | +5.1% | -13.1% | +18.2% | +8.0% |
| YTD | -8.4% | -22.4% | +14.0% | -2.7% |
| 1Y | +0.7% | -19.5% | +20.2% | +4.6% |
| 3Y | +125.1% | +32.9% | +92.2% | +83.3% |
| All | +48.4% | -3.9% | +52.3% | +45.4% |
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