+41.5%
NU vs COST
+80.3%
-38.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -2.9% | -2.8% |
| 7D | -4.9% | -1.2% | -3.7% | -4.1% |
| 30D | +7.8% | -4.7% | +12.5% | +11.2% |
| 3M | +20.9% | -7.1% | +28.0% | +26.3% |
| 6M | +0.9% | -8.5% | +9.4% | +5.3% |
| YTD | -12.7% | +5.4% | -18.0% | -18.6% |
| 1Y | -6.4% | -5.6% | -0.8% | -5.4% |
| 3Y | +98.1% | +68.5% | +29.6% | +15.2% |
| All | +41.5% | +80.3% | -38.7% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 5y: compounded portfolio wealth divided by compounded COST 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…
5y analysis · Full analysis span regression · 6 months rolling