+45.4%
NU vs EFX
-40.7%
+86.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -4.2% | -11.1% | +6.9% | +1.1% |
| 30D | +10.0% | -7.4% | +17.4% | +13.5% |
| 3M | +29.3% | +1.5% | +27.8% | +25.6% |
| 6M | +0.9% | -13.7% | +14.6% | +6.0% |
| YTD | -10.3% | -21.9% | +11.6% | -2.1% |
| 1Y | -3.2% | -30.8% | +27.6% | +12.5% |
| 3Y | +120.6% | -12.4% | +132.9% | +103.6% |
| All | +45.4% | -40.7% | +86.1% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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