+45.4%
NU vs BP
+115.2%
-69.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.1% |
| 7D | -4.2% | +5.7% | -9.9% | -5.6% |
| 30D | +10.0% | +8.1% | +2.0% | +7.7% |
| 3M | +29.3% | +8.6% | +20.7% | +25.9% |
| 6M | +0.9% | +18.1% | -17.2% | -5.3% |
| YTD | -10.3% | +37.6% | -47.9% | -20.5% |
| 1Y | -3.2% | +39.4% | -42.6% | -14.7% |
| 3Y | +120.6% | +40.1% | +80.5% | +90.4% |
| All | +45.4% | +115.2% | -69.8% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling