+56.4%
NU vs ECL
+79.8%
-23.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.6% | +10.2% | +11.0% |
| 7D | +9.9% | +2.9% | +7.0% | +8.6% |
| 30D | -11.5% | +7.5% | -18.9% | -14.3% |
| 3M | -5.1% | +12.2% | -17.3% | -9.9% |
| 6M | +3.1% | +24.6% | -21.4% | -7.3% |
| YTD | -21.0% | +18.8% | -39.8% | -27.7% |
| 1Y | -15.2% | +19.3% | -34.5% | -22.5% |
| 3Y | +56.4% | +78.2% | -21.8% | +15.6% |
| All | +56.4% | +79.8% | -23.4% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling