+45.2%
NU vs ESI
+62.7%
-17.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.6% |
| 7D | -2.6% | +3.9% | -6.5% | -4.5% |
| 30D | +8.2% | -3.8% | +12.0% | +10.1% |
| 3M | +26.3% | -13.1% | +39.4% | +32.8% |
| 6M | +2.2% | +11.3% | -9.1% | -8.6% |
| YTD | -10.4% | +44.1% | -54.5% | -32.4% |
| 1Y | -3.0% | +40.3% | -43.3% | -26.5% |
| 3Y | +120.3% | +84.1% | +36.2% | +28.7% |
| All | +45.2% | +62.7% | -17.4% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling