+3.4%
NU vs M
+46.1%
-42.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.7% |
| 7D | +7.5% | +4.7% | +2.8% | +6.1% |
| 30D | +6.1% | -9.6% | +15.8% | +9.0% |
| 3M | +26.8% | +0.9% | +26.0% | +25.7% |
| 6M | +2.5% | +22.3% | -19.8% | -4.1% |
| YTD | -8.2% | +6.5% | -14.7% | -11.3% |
| 1Y | +3.4% | +38.8% | -35.4% | -5.1% |
| All | +3.4% | +46.1% | -42.8% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling