+45.2%
NU vs ET
+270.9%
-225.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -2.9% | -2.7% |
| 7D | -2.6% | +0.6% | -3.2% | -3.0% |
| 30D | +8.2% | +5.3% | +2.9% | +4.7% |
| 3M | +26.3% | +15.6% | +10.6% | +14.5% |
| 6M | +2.2% | +20.6% | -18.4% | -10.8% |
| YTD | -10.4% | +38.5% | -48.9% | -29.2% |
| 1Y | -3.0% | +35.7% | -38.7% | -22.4% |
| 3Y | +120.3% | +98.4% | +21.9% | +30.0% |
| All | +45.2% | +270.9% | -225.7% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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