+28.0%
NU vs S
-52.5%
+80.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.4% | +12.2% | +11.9% |
| 7D | +9.9% | +2.0% | +7.9% | +9.0% |
| 30D | -11.5% | -2.7% | -8.7% | -11.6% |
| 3M | -5.1% | -6.9% | +1.8% | -5.2% |
| 6M | +3.1% | +38.1% | -34.9% | -12.6% |
| YTD | -21.0% | +48.0% | -69.0% | -36.3% |
| 1Y | -15.2% | +34.5% | -49.7% | -29.2% |
| 3Y | +56.4% | +38.3% | +18.1% | +16.4% |
| All | +28.0% | -52.5% | +80.5% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling