+41.5%
NU vs EWT
+144.1%
-102.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.5% | -4.1% |
| 7D | -4.9% | -1.1% | -3.7% | -4.1% |
| 30D | +7.8% | +4.5% | +3.4% | +3.9% |
| 3M | +20.9% | +8.3% | +12.7% | +11.2% |
| 6M | +0.9% | +54.2% | -53.3% | -34.3% |
| YTD | -12.7% | +74.6% | -87.2% | -49.5% |
| 1Y | -6.4% | +84.9% | -91.3% | -49.1% |
| 3Y | +98.1% | +197.5% | -99.4% | -40.5% |
| All | +41.5% | +144.1% | -102.5% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling