+41.5%
NU vs S
-57.7%
+99.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -4.9% | -0.7% | -4.2% | -4.7% |
| 30D | +7.8% | -11.4% | +19.3% | +11.6% |
| 3M | +20.9% | +33.8% | -12.9% | +6.1% |
| 6M | +0.9% | +39.5% | -38.6% | -14.6% |
| YTD | -12.7% | +31.7% | -44.3% | -25.1% |
| 1Y | -6.4% | +7.0% | -13.4% | -13.4% |
| 3Y | +98.1% | +11.8% | +86.3% | +62.9% |
| All | +41.5% | -57.7% | +99.3% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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