+19.7%
NU vs COMP
+1.2%
+18.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -2.9% | +1.3% |
| 7D | +6.4% | +14.5% | -8.2% | +2.5% |
| 30D | -23.3% | +14.9% | -38.2% | -26.4% |
| 3M | -10.7% | -14.2% | +3.5% | -7.9% |
| 6M | -10.4% | +23.7% | -34.2% | -16.8% |
| YTD | -26.2% | +2.1% | -28.2% | -29.6% |
| 1Y | -22.1% | +26.2% | -48.3% | -30.0% |
| 3Y | +49.6% | +470.9% | -421.3% | -22.4% |
| All | +19.7% | +1.2% | +18.4% | +33.5% |
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