+48.4%
NU vs ES
-0.9%
+49.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +6.0% | +1.4% | +4.6% | +5.7% |
| 30D | +10.8% | -1.2% | +11.9% | +11.0% |
| 3M | +32.2% | +5.0% | +27.2% | +30.7% |
| 6M | +5.1% | -2.8% | +8.0% | +5.5% |
| YTD | -8.4% | +8.6% | -17.0% | -10.4% |
| 1Y | +0.7% | +18.9% | -18.2% | -4.1% |
| 3Y | +125.1% | +32.1% | +93.0% | +103.5% |
| All | +48.4% | -0.9% | +49.3% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling