+45.4%
NU vs EL
-70.7%
+116.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.5% | +0.9% |
| 7D | -4.2% | -4.4% | +0.1% | -2.9% |
| 30D | +10.0% | +10.3% | -0.2% | +6.1% |
| 3M | +29.3% | +13.4% | +15.9% | +23.1% |
| 6M | +0.9% | +3.1% | -2.1% | -1.8% |
| YTD | -10.3% | -6.9% | -3.4% | -11.0% |
| 1Y | -3.2% | +11.9% | -15.1% | -11.1% |
| 3Y | +120.6% | -33.8% | +154.4% | +139.7% |
| All | +45.4% | -70.7% | +116.1% | +245.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling