-24.1%
NU vs Z
-54.2%
+30.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +9.4% | -6.2% | +1.5% |
| 7D | +0.2% | +10.2% | -10.0% | -1.7% |
| 30D | -21.0% | +23.7% | -44.7% | -24.5% |
| 3M | -16.3% | -6.6% | -9.8% | -15.8% |
| 6M | -15.3% | -23.0% | +7.7% | -11.5% |
| YTD | -28.4% | -50.3% | +21.9% | -17.5% |
| 1Y | -24.1% | -53.6% | +29.5% | -10.6% |
| All | -24.1% | -54.2% | +30.0% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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