See what your fund actually adds
Nelson Select ETF NELS
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | NELS | Replication |
|---|---|---|
| Annualized growth | 18.3% | 18.7% |
| Annualized volatility | 11.4% | 11.6% |
| Sharpe ratio | 1.53 | 1.54 |
| Maximum drawdown | 8.0% | 8.1% |
| Replication fit (R²) | 0.94 · Tracking error 2.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model NELS’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VOO | US Large Cap | 51.3% |
| LRGF | Factor · Multi-Factor | 22.2% |
| VUG | Style · Growth | 14.1% |
| VOE | Mid-Cap · Value | 12.4% |