-6.4%
NU vs BP
+40.7%
-47.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -4.9% | +5.2% | -10.1% | -4.2% |
| 30D | +7.8% | +8.7% | -0.9% | +9.0% |
| 3M | +20.9% | +9.3% | +11.6% | +22.8% |
| 6M | +0.9% | +13.6% | -12.7% | +0.9% |
| YTD | -12.7% | +37.7% | -50.3% | -16.8% |
| 1Y | -6.4% | +40.6% | -47.0% | -11.3% |
| All | -6.4% | +40.7% | -47.1% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling