+16.9%
NU vs PL
+30.7%
-13.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | +4.0% | +5.6% | -1.6% | +2.5% |
| 30D | -25.1% | -16.9% | -8.1% | -22.7% |
| 3M | -12.8% | -38.2% | +25.4% | -4.8% |
| 6M | -12.5% | -63.4% | +51.0% | +3.7% |
| YTD | -27.8% | -27.6% | -0.2% | -30.0% |
| 1Y | -24.6% | +6.6% | -31.2% | -34.6% |
| 3Y | +41.8% | +557.6% | -515.8% | -41.2% |
| All | +16.9% | +30.7% | -13.7% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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