+45.2%
NU vs TER
+145.6%
-100.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.3% | -3.1% |
| 7D | -2.6% | +12.4% | -15.0% | -6.3% |
| 30D | +8.2% | +5.1% | +3.1% | +5.8% |
| 3M | +26.3% | +4.0% | +22.3% | +19.2% |
| 6M | +2.2% | +29.5% | -27.3% | -14.5% |
| YTD | -10.4% | +98.5% | -108.9% | -37.6% |
| 1Y | -3.0% | +234.1% | -237.1% | -47.0% |
| 3Y | +120.3% | +289.0% | -168.8% | -3.7% |
| All | +45.2% | +145.6% | -100.4% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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