+28.0%
NU vs TER
+59.8%
-31.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -5.4% | +17.1% | +13.3% |
| 7D | +9.9% | +14.4% | -4.5% | +5.0% |
| 30D | -11.5% | -30.6% | +19.1% | -2.5% |
| 3M | -5.1% | -39.2% | +34.1% | +7.5% |
| 6M | +3.1% | -31.3% | +34.4% | +6.6% |
| YTD | -21.0% | +29.1% | -50.1% | -38.7% |
| 1Y | -15.2% | +47.4% | -62.6% | -37.9% |
| 3Y | +56.4% | +191.2% | -134.8% | -30.5% |
| All | +28.0% | +59.8% | -31.8% | -26.5% |
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