+103.3%
NU vs EMR
+60.1%
+43.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.6% |
| 7D | -2.6% | +0.9% | -3.5% | -3.0% |
| 30D | +8.2% | -5.0% | +13.2% | +10.9% |
| 3M | +26.3% | +5.9% | +20.3% | +22.2% |
| 6M | +2.2% | +7.3% | -5.1% | -2.2% |
| YTD | -10.4% | +14.6% | -25.0% | -17.9% |
| 1Y | -3.0% | +15.6% | -18.6% | -11.8% |
| All | +103.3% | +60.1% | +43.2% | +65.3% |
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