+41.5%
NU vs BG
+60.2%
-18.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -0.9% | -2.4% |
| 7D | -4.9% | +3.1% | -8.0% | -5.3% |
| 30D | +7.8% | +10.2% | -2.4% | +6.3% |
| 3M | +20.9% | -1.7% | +22.6% | +21.1% |
| 6M | +0.9% | +1.0% | -0.1% | +0.3% |
| YTD | -12.7% | +39.9% | -52.6% | -17.8% |
| 1Y | -6.4% | +53.2% | -59.6% | -13.4% |
| 3Y | +98.1% | +16.3% | +81.8% | +91.5% |
| All | +41.5% | +60.2% | -18.7% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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