+98.1%
NU vs EFV
+90.2%
+7.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.7% | -3.9% |
| 7D | -4.9% | -0.8% | -4.1% | -4.0% |
| 30D | +7.8% | +0.6% | +7.2% | +7.2% |
| 3M | +20.9% | +7.5% | +13.4% | +11.7% |
| 6M | +0.9% | +13.0% | -12.1% | -11.7% |
| YTD | -12.7% | +18.3% | -31.0% | -27.5% |
| 1Y | -6.4% | +26.7% | -33.1% | -27.8% |
| 3Y | +98.1% | +89.6% | +8.5% | -1.1% |
| All | +98.1% | +90.2% | +7.9% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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