+103.3%
NU vs Z
-37.2%
+140.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | -2.6% | -7.1% | +4.5% | -0.9% |
| 30D | +8.2% | -4.8% | +13.0% | +9.2% |
| 3M | +26.3% | -9.3% | +35.6% | +28.3% |
| 6M | +2.2% | -29.0% | +31.2% | +10.1% |
| YTD | -10.4% | -52.9% | +42.5% | +6.7% |
| 1Y | -3.0% | -63.1% | +60.2% | +22.7% |
| All | +103.3% | -37.2% | +140.5% | +137.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling