+56.4%
NU vs ED
+50.2%
+6.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.4% | +10.4% | +12.1% |
| 7D | +9.9% | +2.1% | +7.8% | +10.4% |
| 30D | -11.5% | +10.4% | -21.9% | -9.1% |
| 3M | -5.1% | +12.5% | -17.6% | -2.1% |
| 6M | +3.1% | +14.9% | -11.8% | +7.1% |
| YTD | -21.0% | +24.8% | -45.9% | -15.9% |
| 1Y | -15.2% | +23.8% | -39.0% | -9.8% |
| 3Y | +56.4% | +51.6% | +4.8% | +61.9% |
| All | +56.4% | +50.2% | +6.3% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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