+28.0%
NU vs Z
-53.5%
+81.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +3.5% | +8.3% | +10.3% |
| 7D | +9.9% | +0.8% | +9.0% | +9.6% |
| 30D | -11.5% | +5.2% | -16.6% | -14.2% |
| 3M | -5.1% | -17.0% | +11.9% | +0.6% |
| 6M | +3.1% | -22.7% | +25.8% | +11.3% |
| YTD | -21.0% | -56.3% | +35.3% | +7.1% |
| 1Y | -15.2% | -57.7% | +42.5% | +16.1% |
| 3Y | +56.4% | -16.5% | +73.0% | +34.5% |
| All | +28.0% | -53.5% | +81.4% | +43.4% |
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