+45.2%
NU vs XYZ
-58.5%
+103.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.8% |
| 7D | -2.6% | -3.7% | +1.1% | -0.9% |
| 30D | +8.2% | +0.5% | +7.7% | +7.9% |
| 3M | +26.3% | +16.3% | +10.0% | +17.2% |
| 6M | +2.2% | +21.1% | -18.9% | -7.5% |
| YTD | -10.4% | +22.0% | -32.4% | -20.8% |
| 1Y | -3.0% | +5.2% | -8.1% | -9.0% |
| 3Y | +120.3% | +49.6% | +70.7% | +53.4% |
| All | +45.2% | -58.5% | +103.7% | +110.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling