+48.4%
NU vs COMP
+0.8%
+47.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.1% | +0.6% |
| 7D | +6.0% | +4.1% | +2.0% | +4.9% |
| 30D | +10.8% | -14.5% | +25.3% | +15.1% |
| 3M | +32.2% | +41.8% | -9.7% | +19.7% |
| 6M | +5.1% | +23.6% | -18.4% | -3.1% |
| YTD | -8.4% | +1.7% | -10.1% | -12.1% |
| 1Y | +0.7% | +12.6% | -11.8% | -6.9% |
| 3Y | +125.1% | +221.9% | -96.7% | +39.1% |
| All | +48.4% | +0.8% | +47.6% | +66.7% |
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