+28.0%
NU vs EXEL
+312.7%
-284.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.2% | +13.0% | +12.0% |
| 7D | +9.9% | -0.8% | +10.7% | +10.1% |
| 30D | -11.5% | +13.1% | -24.6% | -14.0% |
| 3M | -5.1% | +36.3% | -41.4% | -11.6% |
| 6M | +3.1% | +34.5% | -31.4% | -3.8% |
| YTD | -21.0% | +57.4% | -78.5% | -29.2% |
| 1Y | -15.2% | +62.9% | -78.1% | -24.7% |
| 3Y | +56.4% | +229.5% | -173.1% | +5.4% |
| All | +28.0% | +312.7% | -284.7% | -21.3% |
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