+48.4%
NU vs ETR
+142.5%
-94.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.4% | -0.5% |
| 7D | +6.0% | +1.4% | +4.6% | +5.7% |
| 30D | +10.8% | +1.9% | +8.9% | +10.3% |
| 3M | +32.2% | +1.0% | +31.2% | +31.7% |
| 6M | +5.1% | +4.8% | +0.3% | +3.8% |
| YTD | -8.4% | +19.5% | -28.0% | -12.5% |
| 1Y | +0.7% | +28.1% | -27.4% | -5.3% |
| 3Y | +125.1% | +151.1% | -26.0% | +78.7% |
| All | +48.4% | +142.5% | -94.1% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling