+41.5%
NU vs UL
+23.8%
+17.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.8% |
| 7D | -4.9% | -3.4% | -1.5% | -4.1% |
| 30D | +7.8% | +0.5% | +7.3% | +7.7% |
| 3M | +20.9% | +7.2% | +13.7% | +18.7% |
| 6M | +0.9% | -3.1% | +3.9% | +1.3% |
| YTD | -12.7% | -2.7% | -9.9% | -12.7% |
| 1Y | -6.4% | -10.2% | +3.8% | -4.5% |
| 3Y | +98.1% | +20.3% | +77.8% | +79.9% |
| All | +41.5% | +23.8% | +17.8% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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