+45.4%
NU vs ECL
+24.1%
+21.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.3% |
| 7D | -4.2% | -2.6% | -1.6% | -2.4% |
| 30D | +10.0% | -4.6% | +14.6% | +13.5% |
| 3M | +29.3% | +6.0% | +23.3% | +23.5% |
| 6M | +0.9% | -3.0% | +3.9% | +2.3% |
| YTD | -10.3% | +4.0% | -14.3% | -14.0% |
| 1Y | -3.2% | +2.0% | -5.2% | -6.2% |
| 3Y | +120.6% | +53.9% | +66.6% | +50.6% |
| All | +45.4% | +24.1% | +21.3% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling