+16.5%
NU vs COMP
-4.2%
+20.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.7% | -8.3% | -0.3% |
| 7D | +3.6% | +13.4% | -9.8% | +0.1% |
| 30D | -22.8% | +11.1% | -33.9% | -25.3% |
| 3M | -14.8% | -18.8% | +4.0% | -10.9% |
| 6M | -16.9% | +10.5% | -27.4% | -20.6% |
| YTD | -28.1% | -3.4% | -24.7% | -30.5% |
| 1Y | -24.5% | +19.7% | -44.2% | -31.2% |
| 3Y | +44.8% | +381.6% | -336.8% | -21.1% |
| All | +16.5% | -4.2% | +20.7% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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