+3.4%
NU vs ES
+16.6%
-13.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | +7.5% | +0.3% | +7.2% | +7.5% |
| 30D | +6.1% | -2.0% | +8.1% | +6.3% |
| 3M | +26.8% | +1.7% | +25.1% | +26.5% |
| 6M | +2.5% | -3.5% | +6.0% | +1.9% |
| YTD | -8.2% | +7.9% | -16.1% | -8.9% |
| 1Y | +3.4% | +17.2% | -13.8% | 0.0% |
| All | +3.4% | +16.6% | -13.2% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling