+28.0%
NU vs EXPE
+54.5%
-26.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.2% | +12.9% | +12.2% |
| 7D | +9.9% | -0.5% | +10.4% | +10.0% |
| 30D | -11.5% | -6.1% | -5.4% | -10.4% |
| 3M | -5.1% | -21.3% | +16.2% | +2.2% |
| 6M | +3.1% | +19.0% | -15.9% | -6.5% |
| YTD | -21.0% | -8.4% | -12.6% | -22.4% |
| 1Y | -15.2% | -2.8% | -12.4% | -19.2% |
| 3Y | +56.4% | +120.8% | -64.3% | -10.7% |
| All | +28.0% | +54.5% | -26.6% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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