+48.4%
NU vs COST
+81.3%
-32.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.1% |
| 7D | +6.0% | -3.2% | +9.2% | +8.2% |
| 30D | +10.8% | -4.0% | +14.7% | +13.6% |
| 3M | +32.2% | -6.5% | +38.6% | +37.3% |
| 6M | +5.1% | -8.5% | +13.7% | +9.8% |
| YTD | -8.4% | +6.0% | -14.4% | -14.9% |
| 1Y | +0.7% | -5.8% | +6.5% | +2.0% |
| 3Y | +125.1% | +71.8% | +53.3% | +28.8% |
| All | +48.4% | +81.3% | -32.9% | -20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling