+28.0%
NU vs EXC
+44.3%
-16.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.4% | +10.4% | +11.6% |
| 7D | +9.9% | +1.4% | +8.5% | +9.7% |
| 30D | -11.5% | +8.6% | -20.0% | -12.5% |
| 3M | -5.1% | +2.4% | -7.5% | -5.5% |
| 6M | +3.1% | +6.5% | -3.3% | +2.0% |
| YTD | -21.0% | +9.0% | -30.1% | -22.4% |
| 1Y | -15.2% | +4.6% | -19.8% | -16.2% |
| 3Y | +56.4% | +33.5% | +23.0% | +44.0% |
| All | +28.0% | +44.3% | -16.3% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling