+45.4%
NU vs ELF
+204.8%
-159.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +1.0% |
| 7D | -4.2% | -10.8% | +6.6% | -2.0% |
| 30D | +10.0% | +0.8% | +9.2% | +9.7% |
| 3M | +29.3% | +64.8% | -35.5% | +15.5% |
| 6M | +0.9% | +19.0% | -18.0% | -4.0% |
| YTD | -10.3% | +25.9% | -36.2% | -16.6% |
| 1Y | -3.2% | -28.8% | +25.6% | -0.6% |
| 3Y | +120.6% | -29.6% | +150.2% | +97.5% |
| All | +45.4% | +204.8% | -159.4% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling