-6.4%
NU vs BAX
-0.4%
-6.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.4% |
| 7D | -4.9% | -7.9% | +3.0% | -3.6% |
| 30D | +7.8% | -11.7% | +19.5% | +9.9% |
| 3M | +20.9% | +16.2% | +4.7% | +17.6% |
| 6M | +0.9% | +32.0% | -31.1% | -4.9% |
| YTD | -12.7% | +24.7% | -37.4% | -16.9% |
| 1Y | -6.4% | -2.6% | -3.8% | -12.5% |
| All | -6.4% | -0.4% | -6.0% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling