+14.5%
NU vs EXPE
+56.4%
-41.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.2% |
| 7D | +0.8% | -4.2% | +5.0% | +2.3% |
| 30D | -24.1% | -4.5% | -19.5% | -23.6% |
| 3M | -12.8% | -19.7% | +6.9% | -6.7% |
| 6M | -10.9% | +18.3% | -29.1% | -18.9% |
| YTD | -29.3% | -7.3% | -22.0% | -30.8% |
| 1Y | -26.9% | -3.9% | -23.0% | -29.8% |
| 3Y | +38.8% | +123.0% | -84.2% | -20.9% |
| All | +14.5% | +56.4% | -41.9% | -14.6% |
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