-3.0%
NU vs ES
+17.2%
-20.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.1% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | +8.2% | -1.0% | +9.3% | +8.3% |
| 3M | +26.3% | +1.5% | +24.8% | +26.0% |
| 6M | +2.2% | -3.5% | +5.7% | +1.8% |
| YTD | -10.4% | +7.0% | -17.4% | -11.1% |
| 1Y | -3.0% | +15.3% | -18.3% | -7.6% |
| All | -3.0% | +17.2% | -20.1% | -7.6% |
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