+45.4%
NU vs ETR
+136.2%
-90.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.4% |
| 7D | -4.2% | -1.9% | -2.3% | -3.8% |
| 30D | +10.0% | -0.2% | +10.2% | +10.1% |
| 3M | +29.3% | -3.7% | +33.0% | +30.2% |
| 6M | +0.9% | +2.1% | -1.1% | +0.2% |
| YTD | -10.3% | +16.5% | -26.7% | -13.8% |
| 1Y | -3.2% | +22.5% | -25.7% | -8.1% |
| 3Y | +120.6% | +144.7% | -24.1% | +76.1% |
| All | +45.4% | +136.2% | -90.8% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling