+45.2%
NU vs BBWI
-73.5%
+118.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.3% | +4.1% | -0.4% |
| 7D | -2.6% | -4.4% | +1.8% | -1.5% |
| 30D | +8.2% | -7.4% | +15.6% | +10.0% |
| 3M | +26.3% | -2.2% | +28.5% | +25.7% |
| 6M | +2.2% | -16.3% | +18.6% | +5.1% |
| YTD | -10.4% | -9.1% | -1.3% | -11.1% |
| 1Y | -3.0% | -34.5% | +31.5% | +4.9% |
| 3Y | +120.3% | -47.0% | +167.2% | +138.6% |
| All | +45.2% | -73.5% | +118.7% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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