+14.5%
NU vs RF
+54.8%
-40.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.8% |
| 7D | +0.8% | +0.4% | +0.4% | +0.6% |
| 30D | -24.1% | +5.6% | -29.6% | -26.1% |
| 3M | -12.8% | -8.9% | -3.9% | -8.7% |
| 6M | -10.9% | +7.1% | -17.9% | -14.1% |
| YTD | -29.3% | +8.3% | -37.6% | -32.4% |
| 1Y | -26.9% | +16.8% | -43.7% | -32.7% |
| 3Y | +38.8% | +115.0% | -76.2% | -8.4% |
| All | +14.5% | +54.8% | -40.3% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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