+28.0%
NU vs ED
+74.3%
-46.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.4% | +10.4% | +11.8% |
| 7D | +9.9% | +2.1% | +7.8% | +10.0% |
| 30D | -11.5% | +10.4% | -21.9% | -11.0% |
| 3M | -5.1% | +12.5% | -17.6% | -4.5% |
| 6M | +3.1% | +14.9% | -11.8% | +3.8% |
| YTD | -21.0% | +24.8% | -45.9% | -20.4% |
| 1Y | -15.2% | +23.8% | -39.0% | -14.5% |
| 3Y | +56.4% | +51.6% | +4.8% | +51.3% |
| All | +28.0% | +74.3% | -46.4% | +33.1% |
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