+45.4%
NU vs BKR
+168.9%
-123.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.7% | +6.8% | +2.2% |
| 7D | -4.2% | -6.7% | +2.5% | -2.3% |
| 30D | +10.0% | -8.3% | +18.4% | +12.9% |
| 3M | +29.3% | -5.4% | +34.7% | +31.0% |
| 6M | +0.9% | +0.8% | +0.1% | -0.5% |
| YTD | -10.3% | +31.8% | -42.1% | -19.4% |
| 1Y | -3.2% | +28.6% | -31.7% | -12.4% |
| 3Y | +120.6% | +71.2% | +49.3% | +79.3% |
| All | +45.4% | +168.9% | -123.5% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling