+125.1%
NU vs M
+120.4%
+4.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.2% |
| 7D | +6.0% | +2.4% | +3.6% | +5.6% |
| 30D | +10.8% | -11.6% | +22.4% | +13.2% |
| 3M | +32.2% | +1.6% | +30.5% | +31.4% |
| 6M | +5.1% | +25.2% | -20.1% | +0.7% |
| YTD | -8.4% | +3.8% | -12.2% | -9.7% |
| 1Y | +0.7% | +36.3% | -35.6% | -5.2% |
| 3Y | +125.1% | +116.3% | +8.8% | +101.3% |
| All | +125.1% | +120.4% | +4.7% | +101.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling