+45.2%
NU vs ES
-2.3%
+47.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.9% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | +8.2% | -1.0% | +9.3% | +8.4% |
| 3M | +26.3% | +1.5% | +24.8% | +25.7% |
| 6M | +2.2% | -3.5% | +5.7% | +2.7% |
| YTD | -10.4% | +7.0% | -17.4% | -12.0% |
| 1Y | -3.0% | +15.3% | -18.3% | -7.0% |
| 3Y | +120.3% | +30.2% | +90.1% | +99.8% |
| All | +45.2% | -2.3% | +47.6% | +49.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling