+45.2%
NU vs REPL
-50.3%
+95.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -2.1% |
| 7D | -2.6% | -9.6% | +7.0% | -2.2% |
| 30D | +8.2% | +5.7% | +2.5% | +7.9% |
| 3M | +26.3% | +56.4% | -30.1% | +21.6% |
| 6M | +2.2% | +67.4% | -65.2% | -6.2% |
| YTD | -10.4% | +48.7% | -59.1% | -17.5% |
| 1Y | -3.0% | +148.3% | -151.3% | -16.4% |
| 3Y | +120.3% | -26.7% | +147.0% | +92.3% |
| All | +45.2% | -50.3% | +95.6% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 5y: compounded portfolio wealth divided by compounded REPL 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…
5y analysis · Full analysis span regression · 6 months rolling