+98.1%
NU vs MKTX
-25.3%
+123.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | -4.9% | -0.2% | -4.6% | -4.9% |
| 30D | +7.8% | +0.7% | +7.1% | +7.8% |
| 3M | +20.9% | +40.8% | -19.9% | +18.8% |
| 6M | +0.9% | -8.0% | +8.9% | 0.0% |
| YTD | -12.7% | -8.7% | -3.9% | -13.4% |
| 1Y | -6.4% | -11.8% | +5.4% | -7.1% |
| 3Y | +98.1% | -24.0% | +122.1% | +93.8% |
| All | +98.1% | -25.3% | +123.4% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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