+45.4%
NU vs Z
-51.2%
+96.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +1.3% |
| 7D | -4.2% | -11.6% | +7.4% | +0.7% |
| 30D | +10.0% | -8.5% | +18.5% | +13.4% |
| 3M | +29.3% | -7.9% | +37.2% | +31.5% |
| 6M | +0.9% | -29.1% | +30.0% | +13.9% |
| YTD | -10.3% | -54.2% | +43.9% | +21.0% |
| 1Y | -3.2% | -63.5% | +60.4% | +43.2% |
| 3Y | +120.6% | -38.6% | +159.2% | +131.7% |
| All | +45.4% | -51.2% | +96.6% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling