-24.1%
NU vs ESI
+27.8%
-51.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.6% | +7.9% | +4.2% |
| 7D | +0.2% | -6.6% | +6.7% | +1.4% |
| 30D | -21.0% | -10.9% | -10.1% | -19.3% |
| 3M | -16.3% | -13.8% | -2.5% | -14.1% |
| 6M | -15.3% | -21.5% | +6.2% | -12.6% |
| YTD | -28.4% | +34.7% | -63.1% | -37.4% |
| 1Y | -24.1% | +24.9% | -49.0% | -32.2% |
| All | -24.1% | +27.8% | -51.9% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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