+43.0%
NU vs EMR
+104.1%
-61.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.7% |
| 7D | +4.0% | +0.7% | +3.4% | +3.7% |
| 30D | -25.1% | +3.5% | -28.6% | -26.4% |
| 3M | -12.8% | +5.9% | -18.8% | -15.5% |
| 6M | -12.5% | +19.4% | -31.9% | -20.5% |
| YTD | -27.8% | +27.7% | -55.5% | -37.6% |
| 1Y | -24.6% | +30.9% | -55.5% | -35.8% |
| All | +43.0% | +104.1% | -61.1% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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