+28.0%
NU vs EL
-66.1%
+94.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.1% | +10.6% | +11.4% |
| 7D | +9.9% | +1.5% | +8.4% | +9.4% |
| 30D | -11.5% | +10.0% | -21.5% | -14.3% |
| 3M | -5.1% | +28.4% | -33.5% | -13.2% |
| 6M | +3.1% | +37.1% | -33.9% | -8.4% |
| YTD | -21.0% | +7.8% | -28.9% | -25.6% |
| 1Y | -15.2% | +26.0% | -41.2% | -24.9% |
| 3Y | +56.4% | +3.8% | +52.6% | +33.9% |
| All | +28.0% | -66.1% | +94.1% | +189.2% |
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