+45.2%
NU vs BTDR
+21.2%
+24.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.9% |
| 7D | -2.6% | +14.8% | -17.4% | -3.7% |
| 30D | +8.2% | +41.8% | -33.6% | +5.2% |
| 3M | +26.3% | -29.2% | +55.4% | +28.2% |
| 6M | +2.2% | +66.2% | -63.9% | -3.1% |
| YTD | -10.4% | +10.0% | -20.4% | -13.1% |
| 1Y | -3.0% | -11.0% | +8.0% | -5.8% |
| 3Y | +120.3% | +6.9% | +113.3% | +96.2% |
| All | +45.2% | +21.2% | +24.0% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling