+45.2%
NU vs ED
+54.9%
-9.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -2.2% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | +8.2% | +1.9% | +6.3% | +8.4% |
| 3M | +26.3% | +1.9% | +24.4% | +26.4% |
| 6M | +2.2% | -2.3% | +4.5% | +2.1% |
| YTD | -10.4% | +10.9% | -21.3% | -10.2% |
| 1Y | -3.0% | +14.5% | -17.5% | -2.7% |
| 3Y | +120.3% | +33.4% | +86.9% | +112.1% |
| All | +45.2% | +54.9% | -9.7% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling