+45.4%
NU vs BX
+9.5%
+35.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +3.0% | +1.7% |
| 7D | -4.2% | -8.9% | +4.7% | +0.8% |
| 30D | +10.0% | -14.8% | +24.8% | +19.9% |
| 3M | +29.3% | +6.9% | +22.3% | +23.1% |
| 6M | +0.9% | +16.3% | -15.3% | -9.0% |
| YTD | -10.3% | -16.1% | +5.8% | -3.3% |
| 1Y | -3.2% | -26.8% | +23.6% | +12.3% |
| 3Y | +120.6% | +22.4% | +98.1% | +78.0% |
| All | +45.4% | +9.5% | +35.9% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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