+41.5%
NU vs ESI
+56.1%
-14.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.9% |
| 7D | -4.9% | -4.6% | -0.2% | -2.7% |
| 30D | +7.8% | -10.5% | +18.3% | +13.6% |
| 3M | +20.9% | -19.8% | +40.7% | +32.6% |
| 6M | +0.9% | +5.8% | -4.9% | -7.5% |
| YTD | -12.7% | +38.3% | -51.0% | -32.9% |
| 1Y | -6.4% | +31.5% | -37.9% | -26.6% |
| 3Y | +98.1% | +80.7% | +17.4% | +16.1% |
| All | +41.5% | +56.1% | -14.6% | -9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling