+48.4%
NU vs RF
+63.3%
-14.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.3% |
| 7D | +6.0% | +2.7% | +3.4% | +4.7% |
| 30D | +10.8% | -3.4% | +14.1% | +12.6% |
| 3M | +32.2% | +6.4% | +25.8% | +27.9% |
| 6M | +5.1% | +13.4% | -8.3% | -1.5% |
| YTD | -8.4% | +14.2% | -22.7% | -14.7% |
| 1Y | +0.7% | +15.7% | -15.0% | -7.1% |
| 3Y | +125.1% | +91.3% | +33.8% | +57.7% |
| All | +48.4% | +63.3% | -14.8% | +3.9% |
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