+41.5%
NU vs EME
+519.6%
-478.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.3% | -7.0% | -4.6% |
| 7D | -4.9% | +3.5% | -8.4% | -6.5% |
| 30D | +7.8% | -6.3% | +14.1% | +10.7% |
| 3M | +20.9% | -3.8% | +24.7% | +20.9% |
| 6M | +0.9% | +8.5% | -7.6% | -5.8% |
| YTD | -12.7% | +27.8% | -40.5% | -25.0% |
| 1Y | -6.4% | +22.2% | -28.6% | -19.8% |
| 3Y | +98.1% | +253.5% | -155.4% | -23.4% |
| All | +41.5% | +519.6% | -478.1% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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