+103.3%
NU vs BAX
-33.8%
+137.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.8% |
| 7D | -2.6% | -5.1% | +2.5% | -1.6% |
| 30D | +8.2% | -12.2% | +20.4% | +10.9% |
| 3M | +26.3% | +21.8% | +4.4% | +21.0% |
| 6M | +2.2% | +36.3% | -34.1% | -4.5% |
| YTD | -10.4% | +27.8% | -38.2% | -15.8% |
| 1Y | -3.0% | -0.1% | -2.9% | -4.9% |
| All | +103.3% | -33.8% | +137.0% | +116.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling