+48.8%
NU vs EXEL
+252.9%
-204.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | +7.5% | +8.4% | -0.9% | +5.6% |
| 30D | +6.1% | +4.1% | +2.1% | +5.1% |
| 3M | +26.8% | +12.4% | +14.4% | +23.4% |
| 6M | +2.5% | +41.5% | -39.1% | -5.5% |
| YTD | -8.2% | +34.6% | -42.8% | -14.6% |
| 1Y | +3.4% | +57.9% | -54.5% | -7.8% |
| 3Y | +116.2% | +159.5% | -43.3% | +56.2% |
| All | +48.8% | +252.9% | -204.1% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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