+58.1%
NU vs BTSG
+382.3%
-324.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.6% | +6.8% | +1.6% |
| 7D | -4.2% | -5.8% | +1.6% | -3.0% |
| 30D | +10.0% | 0.0% | +10.1% | +9.9% |
| 3M | +29.3% | -4.5% | +33.7% | +29.4% |
| 6M | +0.9% | +40.0% | -39.1% | -8.6% |
| YTD | -10.3% | +54.6% | -64.8% | -20.7% |
| 1Y | -3.2% | +106.1% | -109.3% | -20.0% |
| All | +58.1% | +382.3% | -324.2% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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