+41.5%
NU vs TROW
-35.2%
+76.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -1.9% |
| 7D | -4.9% | -3.2% | -1.7% | -2.7% |
| 30D | +7.8% | -4.6% | +12.4% | +11.4% |
| 3M | +20.9% | -0.7% | +21.6% | +20.9% |
| 6M | +0.9% | +22.2% | -21.3% | -12.6% |
| YTD | -12.7% | +6.6% | -19.3% | -17.2% |
| 1Y | -6.4% | +5.8% | -12.2% | -11.1% |
| 3Y | +98.1% | +11.6% | +86.5% | +74.3% |
| All | +41.5% | -35.2% | +76.7% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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