+45.2%
NU vs EW
-28.2%
+73.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.5% | -1.9% |
| 7D | -2.6% | -5.1% | +2.5% | -0.5% |
| 30D | +8.2% | -6.4% | +14.6% | +11.1% |
| 3M | +26.3% | -1.6% | +27.8% | +26.6% |
| 6M | +2.2% | +2.3% | 0.0% | +0.7% |
| YTD | -10.4% | +1.1% | -11.5% | -11.7% |
| 1Y | -3.0% | +8.0% | -11.0% | -7.5% |
| 3Y | +120.3% | +16.3% | +103.9% | +85.6% |
| All | +45.2% | -28.2% | +73.4% | +88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling