+48.8%
NU vs ESI
+63.7%
-14.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -3.4% |
| 7D | +7.5% | +3.3% | +4.2% | +5.7% |
| 30D | +6.1% | -5.9% | +12.0% | +9.1% |
| 3M | +26.8% | -14.1% | +40.9% | +34.0% |
| 6M | +2.5% | +6.6% | -4.1% | -6.2% |
| YTD | -8.2% | +45.0% | -53.2% | -31.0% |
| 1Y | +3.4% | +41.5% | -38.1% | -22.1% |
| 3Y | +116.2% | +78.8% | +37.4% | +29.8% |
| All | +48.8% | +63.7% | -14.9% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling