-6.4%
NU vs ETR
+21.8%
-28.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -4.9% | -1.8% | -3.1% | -4.6% |
| 30D | +7.8% | -1.8% | +9.6% | +8.1% |
| 3M | +20.9% | -3.6% | +24.5% | +21.3% |
| 6M | +0.9% | +2.6% | -1.7% | +1.1% |
| YTD | -12.7% | +16.0% | -28.7% | -15.3% |
| 1Y | -6.4% | +20.1% | -26.5% | -9.7% |
| All | -6.4% | +21.8% | -28.2% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling