+41.5%
NU vs ELV
+8.2%
+33.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.8% |
| 7D | -4.9% | +3.2% | -8.1% | -5.5% |
| 30D | +7.8% | +5.4% | +2.5% | +6.6% |
| 3M | +20.9% | +5.4% | +15.6% | +19.3% |
| 6M | +0.9% | +45.7% | -44.8% | -7.2% |
| YTD | -12.7% | +21.2% | -33.9% | -17.0% |
| 1Y | -6.4% | +35.6% | -42.0% | -13.6% |
| 3Y | +98.1% | -2.0% | +100.1% | +92.7% |
| All | +41.5% | +8.2% | +33.3% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling