-24.1%
NU vs XYZ
+19.9%
-44.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +15.3% | -12.0% | -1.8% |
| 7D | +0.2% | +16.5% | -16.3% | -5.1% |
| 30D | -21.0% | +15.0% | -36.0% | -24.8% |
| 3M | -16.3% | +3.5% | -19.9% | -17.9% |
| 6M | -15.3% | +21.9% | -37.2% | -20.5% |
| YTD | -28.4% | +34.6% | -63.0% | -33.9% |
| 1Y | -24.1% | +20.7% | -44.8% | -27.9% |
| All | -24.1% | +19.9% | -44.0% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 1y: compounded portfolio wealth divided by compounded XYZ 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…
1y analysis · Full analysis span regression · 6 months rolling