+48.8%
NU vs ED
+54.6%
-5.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -2.1% |
| 7D | +7.5% | -0.2% | +7.7% | +7.5% |
| 30D | +6.1% | -0.1% | +6.3% | +6.1% |
| 3M | +26.8% | +3.9% | +22.9% | +27.0% |
| 6M | +2.5% | -3.0% | +5.5% | +2.3% |
| YTD | -8.2% | +10.7% | -18.9% | -8.0% |
| 1Y | +3.4% | +13.3% | -10.0% | +3.6% |
| 3Y | +116.2% | +34.5% | +81.7% | +107.7% |
| All | +48.8% | +54.6% | -5.8% | +53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling