+98.1%
NU vs BTDR
+4.4%
+93.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.7% | -6.4% | -3.0% |
| 7D | -4.9% | -3.4% | -1.5% | -4.6% |
| 30D | +7.8% | +32.6% | -24.8% | +4.8% |
| 3M | +20.9% | -32.2% | +53.2% | +23.7% |
| 6M | +0.9% | +52.4% | -51.5% | -4.8% |
| YTD | -12.7% | +6.7% | -19.4% | -15.7% |
| 1Y | -6.4% | -15.2% | +8.8% | -9.5% |
| 3Y | +98.1% | +14.9% | +83.2% | +66.0% |
| All | +98.1% | +4.4% | +93.7% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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