+103.5%
NU vs NEM
+241.5%
-138.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.6% |
| 7D | -4.2% | -3.3% | -0.9% | -3.5% |
| 30D | +10.0% | +7.8% | +2.2% | +8.2% |
| 3M | +29.3% | +36.3% | -7.0% | +20.9% |
| 6M | +0.9% | +6.6% | -5.6% | -1.5% |
| YTD | -10.3% | +27.1% | -37.4% | -15.5% |
| 1Y | -3.2% | +62.3% | -65.5% | -13.3% |
| All | +103.5% | +241.5% | -138.0% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling