+90.9%
NU vs USAR
+58.5%
+32.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.1% | +0.5% |
| 7D | -4.2% | -9.3% | +5.1% | -3.7% |
| 30D | +10.0% | -15.2% | +25.2% | +11.0% |
| 3M | +29.3% | -21.1% | +50.4% | +30.4% |
| 6M | +0.9% | -21.6% | +22.5% | +1.3% |
| YTD | -10.3% | +34.8% | -45.1% | -12.0% |
| 1Y | -3.2% | +15.6% | -18.8% | -5.2% |
| 3Y | +120.6% | +57.7% | +62.8% | +149.5% |
| All | +90.9% | +58.5% | +32.4% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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