+41.5%
NU vs EL
-70.5%
+112.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.3% | -2.9% |
| 7D | -4.9% | -6.5% | +1.6% | -2.8% |
| 30D | +7.8% | +11.1% | -3.3% | +3.7% |
| 3M | +20.9% | +10.7% | +10.2% | +16.1% |
| 6M | +0.9% | +6.9% | -6.0% | -3.0% |
| YTD | -12.7% | -6.3% | -6.4% | -13.6% |
| 1Y | -6.4% | +13.5% | -19.9% | -14.5% |
| 3Y | +98.1% | -33.1% | +131.2% | +114.1% |
| All | +41.5% | -70.5% | +112.1% | +235.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling