-24.1%
NU vs M
+36.6%
-60.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +7.6% | -4.3% | +1.3% |
| 7D | +0.2% | +8.3% | -8.1% | -1.9% |
| 30D | -21.0% | +14.2% | -35.2% | -23.5% |
| 3M | -16.3% | -1.1% | -15.2% | -15.8% |
| 6M | -15.3% | +36.6% | -51.9% | -23.2% |
| YTD | -28.4% | +19.8% | -48.2% | -33.0% |
| 1Y | -24.1% | +37.2% | -61.3% | -34.0% |
| All | -24.1% | +36.6% | -60.7% | -34.0% |
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