+48.8%
NU vs Z
-46.0%
+94.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.1% |
| 7D | +7.5% | -3.0% | +10.5% | +8.8% |
| 30D | +6.1% | -4.2% | +10.3% | +7.4% |
| 3M | +26.8% | -3.7% | +30.5% | +26.9% |
| 6M | +2.5% | -24.5% | +27.0% | +12.8% |
| YTD | -8.2% | -49.3% | +41.1% | +18.8% |
| 1Y | +3.4% | -58.7% | +62.0% | +44.9% |
| 3Y | +116.2% | -34.1% | +150.3% | +122.2% |
| All | +48.8% | -46.0% | +94.8% | +59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling