+41.5%
NU vs EXE
+87.3%
-45.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.1% |
| 7D | -4.9% | -3.1% | -1.7% | -4.1% |
| 30D | +7.8% | -0.9% | +8.7% | +8.0% |
| 3M | +20.9% | +9.6% | +11.4% | +17.6% |
| 6M | +0.9% | -11.6% | +12.5% | +3.7% |
| YTD | -12.7% | -12.6% | -0.1% | -10.4% |
| 1Y | -6.4% | +1.2% | -7.6% | -8.7% |
| 3Y | +98.1% | +18.0% | +80.1% | +81.6% |
| All | +41.5% | +87.3% | -45.8% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling