+98.1%
NU vs ELV
-2.5%
+100.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.5% | -8.0% | -3.3% |
| 7D | -4.9% | +2.8% | -7.6% | -5.3% |
| 30D | +7.8% | +4.9% | +2.9% | +7.1% |
| 3M | +20.9% | +4.9% | +16.0% | +19.9% |
| 6M | +0.9% | +45.1% | -44.2% | -4.5% |
| YTD | -12.7% | +20.7% | -33.3% | -15.6% |
| 1Y | -6.4% | +35.0% | -41.4% | -11.2% |
| 3Y | +98.1% | -2.4% | +100.5% | +96.5% |
| All | +98.1% | -2.5% | +100.6% | +96.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling