+125.1%
NU vs URA
+121.0%
+4.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -1.3% |
| 7D | +6.0% | +8.1% | -2.1% | +3.2% |
| 30D | +10.8% | +5.8% | +5.0% | +8.5% |
| 3M | +32.2% | +3.4% | +28.7% | +29.9% |
| 6M | +5.1% | -2.6% | +7.8% | +4.2% |
| YTD | -8.4% | +11.2% | -19.6% | -13.7% |
| 1Y | +0.7% | +19.8% | -19.1% | -9.6% |
| 3Y | +125.1% | +121.5% | +3.7% | +50.1% |
| All | +125.1% | +121.0% | +4.1% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 3y: compounded portfolio wealth divided by compounded URA 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…
3y analysis · Full analysis span regression · 6 months rolling