+41.5%
NU vs ELAN
-21.1%
+62.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.0% | -3.1% |
| 7D | -4.9% | -5.4% | +0.5% | -3.3% |
| 30D | +7.8% | +4.7% | +3.1% | +6.5% |
| 3M | +20.9% | -3.7% | +24.6% | +21.9% |
| 6M | +0.9% | -1.2% | +2.1% | 0.0% |
| YTD | -12.7% | +2.4% | -15.1% | -14.4% |
| 1Y | -6.4% | +23.4% | -29.8% | -13.8% |
| 3Y | +98.1% | +96.7% | +1.4% | +41.2% |
| All | +41.5% | -21.1% | +62.6% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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