-15.2%
NU vs ELF
+53.2%
-68.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +3.9% | +7.8% | +11.1% |
| 7D | +9.9% | +1.6% | +8.3% | +9.7% |
| 30D | -11.5% | +9.1% | -20.6% | -12.6% |
| 3M | -5.1% | +28.2% | -33.3% | -8.4% |
| 6M | +3.1% | +119.5% | -116.4% | -8.6% |
| YTD | -21.0% | +55.2% | -76.2% | -26.9% |
| 1Y | -15.2% | +58.6% | -73.8% | -22.1% |
| All | -15.2% | +53.2% | -68.4% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling