+28.0%
NU vs ESI
+50.4%
-22.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.7% | +12.5% | +12.1% |
| 7D | +9.9% | +5.5% | +4.4% | +7.1% |
| 30D | -11.5% | -7.8% | -3.7% | -8.7% |
| 3M | -5.1% | -15.0% | +9.9% | +1.3% |
| 6M | +3.1% | -24.9% | +28.0% | +14.7% |
| YTD | -21.0% | +33.2% | -54.3% | -39.0% |
| 1Y | -15.2% | +24.9% | -40.1% | -32.2% |
| 3Y | +56.4% | +77.8% | -21.3% | -9.2% |
| All | +28.0% | +50.4% | -22.4% | -17.4% |
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