+41.5%
NU vs ETR
+135.3%
-93.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -4.9% | -1.8% | -3.1% | -4.5% |
| 30D | +7.8% | -1.8% | +9.6% | +8.2% |
| 3M | +20.9% | -3.6% | +24.5% | +21.8% |
| 6M | +0.9% | +2.6% | -1.7% | +0.1% |
| YTD | -12.7% | +16.0% | -28.7% | -16.0% |
| 1Y | -6.4% | +20.1% | -26.5% | -10.7% |
| 3Y | +98.1% | +143.6% | -45.5% | +58.4% |
| All | +41.5% | +135.3% | -93.8% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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