+45.2%
NU vs P
+194.2%
-149.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.9% | -0.8% |
| 7D | -2.6% | +5.0% | -7.6% | -4.3% |
| 30D | +8.2% | -0.9% | +9.2% | +7.5% |
| 3M | +26.3% | +38.7% | -12.4% | +9.8% |
| 6M | +2.2% | +54.4% | -52.1% | -17.2% |
| YTD | -10.4% | +44.8% | -55.2% | -26.4% |
| 1Y | -3.0% | +22.5% | -25.5% | -18.1% |
| 3Y | +120.3% | +148.2% | -28.0% | +10.6% |
| All | +45.2% | +194.2% | -149.0% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling