+45.2%
NU vs EME
+498.7%
-453.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.3% | -1.0% |
| 7D | -2.6% | +2.7% | -5.3% | -3.8% |
| 30D | +8.2% | -6.8% | +15.0% | +11.4% |
| 3M | +26.3% | -8.8% | +35.1% | +29.5% |
| 6M | +2.2% | +5.0% | -2.7% | -3.0% |
| YTD | -10.4% | +23.5% | -33.9% | -21.7% |
| 1Y | -3.0% | +21.3% | -24.3% | -16.8% |
| 3Y | +120.3% | +241.1% | -120.8% | -13.3% |
| All | +45.2% | +498.7% | -453.5% | -68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling