+40.0%
NU vs EW
+60.7%
-20.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +0.8% | +4.9% | -4.2% | -0.3% |
| 30D | -24.1% | +24.1% | -48.1% | -27.7% |
| 3M | -12.8% | +13.7% | -26.5% | -15.3% |
| 6M | -10.9% | +32.7% | -43.5% | -16.6% |
| YTD | -29.3% | +24.1% | -53.4% | -33.0% |
| 1Y | -26.9% | +23.6% | -50.5% | -30.6% |
| All | +40.0% | +60.7% | -20.7% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling