+45.2%
NU vs C
+162.3%
-117.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -2.9% | -2.6% |
| 7D | -2.6% | +2.6% | -5.2% | -4.1% |
| 30D | +8.2% | +1.9% | +6.3% | +7.0% |
| 3M | +26.3% | +2.8% | +23.5% | +23.7% |
| 6M | +2.2% | +30.6% | -28.3% | -13.4% |
| YTD | -10.4% | +19.9% | -30.3% | -20.7% |
| 1Y | -3.0% | +44.6% | -47.5% | -23.7% |
| 3Y | +120.3% | +272.1% | -151.9% | -9.1% |
| All | +45.2% | +162.3% | -117.1% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 10y: compounded portfolio wealth divided by compounded C 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…
10y analysis · Full analysis span regression · 6 months rolling