+28.0%
NU vs USB
+33.7%
-5.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.9% | +10.9% | +11.4% |
| 7D | +9.9% | +2.6% | +7.3% | +8.7% |
| 30D | -11.5% | +8.4% | -19.9% | -14.6% |
| 3M | -5.1% | -5.5% | +0.4% | -2.7% |
| 6M | +3.1% | +17.7% | -14.6% | -4.2% |
| YTD | -21.0% | +17.6% | -38.6% | -26.6% |
| 1Y | -15.2% | +33.9% | -49.1% | -25.5% |
| 3Y | +56.4% | +103.8% | -47.4% | +15.1% |
| All | +28.0% | +33.7% | -5.7% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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