+45.2%
NU vs EWZ
+82.9%
-37.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -0.9% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | +8.2% | +8.2% | 0.0% | +1.0% |
| 3M | +26.3% | +13.3% | +13.0% | +13.3% |
| 6M | +2.2% | +3.6% | -1.3% | -0.7% |
| YTD | -10.4% | +21.0% | -31.4% | -23.8% |
| 1Y | -3.0% | +34.7% | -37.6% | -24.8% |
| 3Y | +120.3% | +48.3% | +72.0% | +57.2% |
| All | +45.2% | +82.9% | -37.7% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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