+45.2%
NU vs BG
+61.7%
-16.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.1% |
| 7D | -2.6% | +0.5% | -3.1% | -2.7% |
| 30D | +8.2% | +10.3% | -2.1% | +6.7% |
| 3M | +26.3% | -1.9% | +28.2% | +26.4% |
| 6M | +2.2% | +5.2% | -3.0% | +0.9% |
| YTD | -10.4% | +41.2% | -51.6% | -15.7% |
| 1Y | -3.0% | +50.5% | -53.5% | -9.9% |
| 3Y | +120.3% | +19.9% | +100.4% | +111.7% |
| All | +45.2% | +61.7% | -16.5% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling