+14.5%
NU vs BAH
+12.0%
+2.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.1% | -4.0% |
| 7D | +0.8% | -2.6% | +3.3% | +1.2% |
| 30D | -24.1% | +20.4% | -44.4% | -27.3% |
| 3M | -12.8% | +11.9% | -24.6% | -15.3% |
| 6M | -10.9% | +17.1% | -28.0% | -14.6% |
| YTD | -29.3% | +5.5% | -34.9% | -31.6% |
| 1Y | -26.9% | +5.6% | -32.5% | -29.4% |
| 3Y | +38.8% | -26.5% | +65.4% | +41.7% |
| All | +14.5% | +12.0% | +2.5% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling