-3.2%
NU vs EW
+8.2%
-11.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -4.2% | -3.4% | -0.9% | -3.7% |
| 30D | +10.0% | -7.4% | +17.4% | +11.5% |
| 3M | +29.3% | +0.9% | +28.3% | +28.8% |
| 6M | +0.9% | +1.2% | -0.2% | +0.4% |
| YTD | -10.3% | +1.8% | -12.1% | -10.1% |
| 1Y | -3.2% | +10.8% | -14.0% | -5.4% |
| All | -3.2% | +8.2% | -11.4% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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