+48.8%
NU vs BAH
-6.3%
+55.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.7% |
| 7D | +7.5% | -3.2% | +10.7% | +8.2% |
| 30D | +6.1% | +2.0% | +4.1% | +5.5% |
| 3M | +26.8% | -7.6% | +34.4% | +28.6% |
| 6M | +2.5% | -5.7% | +8.1% | +2.9% |
| YTD | -8.2% | -11.7% | +3.5% | -7.2% |
| 1Y | +3.4% | -27.4% | +30.7% | +10.0% |
| 3Y | +116.2% | -32.5% | +148.7% | +120.4% |
| All | +48.8% | -6.3% | +55.1% | +15.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling