+48.4%
NU vs EL
-69.1%
+117.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.4% |
| 7D | +6.0% | +1.7% | +4.3% | +5.4% |
| 30D | +10.8% | +15.5% | -4.7% | +5.2% |
| 3M | +32.2% | +20.6% | +11.6% | +23.4% |
| 6M | +5.1% | +10.5% | -5.3% | 0.0% |
| YTD | -8.4% | -1.9% | -6.5% | -10.7% |
| 1Y | +0.7% | +16.1% | -15.4% | -8.5% |
| 3Y | +125.1% | -30.2% | +155.3% | +140.5% |
| All | +48.4% | -69.1% | +117.6% | +246.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling