+3.4%
NU vs NEM
+73.9%
-70.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.5% |
| 7D | +7.5% | +0.3% | +7.2% | +7.4% |
| 30D | +6.1% | +23.1% | -16.9% | +0.9% |
| 3M | +26.8% | +18.5% | +8.3% | +20.9% |
| 6M | +2.5% | +7.8% | -5.3% | -1.0% |
| YTD | -8.2% | +29.1% | -37.3% | -14.0% |
| 1Y | +3.4% | +72.7% | -69.3% | -4.0% |
| All | +3.4% | +73.9% | -70.5% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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