+41.5%
NU vs EXC
+34.6%
+6.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.1% | -2.6% |
| 7D | -4.9% | -1.1% | -3.8% | -4.7% |
| 30D | +7.8% | -3.6% | +11.5% | +8.4% |
| 3M | +20.9% | -4.3% | +25.2% | +21.5% |
| 6M | +0.9% | -9.9% | +10.8% | +2.2% |
| YTD | -12.7% | +1.8% | -14.4% | -13.3% |
| 1Y | -6.4% | +2.9% | -9.3% | -7.4% |
| 3Y | +98.1% | +19.1% | +79.0% | +87.2% |
| All | +41.5% | +34.6% | +6.9% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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