+44.8%
NU vs RF
+104.8%
-60.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.8% | +2.6% |
| 7D | +3.6% | -0.9% | +4.5% | +4.1% |
| 30D | -22.8% | +6.0% | -28.8% | -24.9% |
| 3M | -14.8% | -8.9% | -5.9% | -11.1% |
| 6M | -16.9% | +2.3% | -19.3% | -18.0% |
| YTD | -28.1% | +7.6% | -35.7% | -30.8% |
| 1Y | -24.5% | +21.2% | -45.7% | -31.1% |
| 3Y | +44.8% | +108.5% | -63.8% | +9.4% |
| All | +44.8% | +104.8% | -60.1% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling