+98.1%
NU vs BKR
+68.5%
+29.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | -4.9% | -7.0% | +2.1% | -2.8% |
| 30D | +7.8% | -8.1% | +15.9% | +10.6% |
| 3M | +20.9% | -6.6% | +27.5% | +23.3% |
| 6M | +0.9% | +0.9% | 0.0% | -0.8% |
| YTD | -12.7% | +31.1% | -43.8% | -22.5% |
| 1Y | -6.4% | +27.7% | -34.1% | -16.3% |
| 3Y | +98.1% | +71.2% | +26.9% | +56.6% |
| All | +98.1% | +68.5% | +29.6% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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