+45.4%
NU vs RUN
-80.4%
+125.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.1% | +0.5% |
| 7D | -4.2% | -3.4% | -0.8% | -3.6% |
| 30D | +10.0% | -14.0% | +24.0% | +13.0% |
| 3M | +29.3% | -27.5% | +56.7% | +35.7% |
| 6M | +0.9% | -29.0% | +29.9% | +5.5% |
| YTD | -10.3% | -53.1% | +42.8% | -1.8% |
| 1Y | -3.2% | -46.7% | +43.6% | +2.0% |
| 3Y | +120.6% | -38.3% | +158.9% | +71.3% |
| All | +45.4% | -80.4% | +125.8% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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