+45.4%
NU vs BAH
-2.6%
+48.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.8% | -4.7% | -0.9% |
| 7D | -4.2% | +2.4% | -6.6% | -4.7% |
| 30D | +10.0% | -2.9% | +13.0% | +10.7% |
| 3M | +29.3% | -1.3% | +30.6% | +29.1% |
| 6M | +0.9% | -0.9% | +1.8% | +0.3% |
| YTD | -10.3% | -8.2% | -2.0% | -10.1% |
| 1Y | -3.2% | -24.0% | +20.8% | +2.0% |
| 3Y | +120.6% | -28.1% | +148.7% | +120.3% |
| All | +45.4% | -2.6% | +48.0% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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