+45.4%
NU vs SCHW
+41.8%
+3.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | -4.2% | -2.8% | -1.4% | -2.9% |
| 30D | +10.0% | -0.1% | +10.1% | +10.0% |
| 3M | +29.3% | +20.6% | +8.7% | +17.7% |
| 6M | +0.9% | +15.9% | -15.0% | -6.8% |
| YTD | -10.3% | +8.5% | -18.8% | -14.8% |
| 1Y | -3.2% | +17.8% | -21.0% | -11.9% |
| 3Y | +120.6% | +88.5% | +32.0% | +53.7% |
| All | +45.4% | +41.8% | +3.6% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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