+45.2%
NU vs M
-5.3%
+50.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.0% | -0.8% |
| 7D | -2.6% | -4.1% | +1.5% | -1.4% |
| 30D | +8.2% | -13.6% | +21.8% | +13.3% |
| 3M | +26.3% | -2.3% | +28.5% | +26.5% |
| 6M | +2.2% | +21.9% | -19.7% | -4.8% |
| YTD | -10.4% | -0.6% | -9.8% | -11.5% |
| 1Y | -3.0% | +29.7% | -32.7% | -12.6% |
| 3Y | +120.3% | +107.3% | +13.0% | +47.3% |
| All | +45.2% | -5.3% | +50.5% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling