+68.0%
NU vs USAR
-19.4%
+87.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.1% | +10.6% | +11.7% |
| 7D | +9.9% | -0.8% | +10.7% | +9.9% |
| 30D | -11.5% | -20.9% | +9.5% | -10.4% |
| 3M | -5.1% | -56.2% | +51.1% | -0.7% |
| 6M | +3.1% | -67.9% | +71.0% | +8.9% |
| YTD | -21.0% | -31.4% | +10.4% | -19.5% |
| 1Y | -15.2% | -45.1% | +29.8% | -13.2% |
| 3Y | +56.4% | -20.3% | +76.8% | +80.1% |
| All | +68.0% | -19.4% | +87.3% | +103.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling