+41.5%
NU vs DVA
+73.9%
-32.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | -4.9% | -1.3% | -3.6% | -4.7% |
| 30D | +7.8% | 0.0% | +7.8% | +7.8% |
| 3M | +20.9% | -10.9% | +31.9% | +22.1% |
| 6M | +0.9% | +17.3% | -16.4% | -2.2% |
| YTD | -12.7% | +59.8% | -72.5% | -19.8% |
| 1Y | -6.4% | +36.3% | -42.7% | -11.8% |
| 3Y | +98.1% | +88.6% | +9.5% | +74.9% |
| All | +41.5% | +73.9% | -32.3% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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