-6.4%
NU vs EWT
+85.6%
-92.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.5% | -3.5% |
| 7D | -4.9% | -1.1% | -3.7% | -4.4% |
| 30D | +7.8% | +4.5% | +3.4% | +5.6% |
| 3M | +20.9% | +8.3% | +12.7% | +15.2% |
| 6M | +0.9% | +54.2% | -53.3% | -26.4% |
| YTD | -12.7% | +74.6% | -87.2% | -40.8% |
| 1Y | -6.4% | +84.9% | -91.3% | -38.2% |
| All | -6.4% | +85.6% | -92.0% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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