+45.2%
NU vs F
-7.6%
+52.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.8% | -0.4% |
| 7D | -2.6% | -4.9% | +2.3% | -0.4% |
| 30D | +8.2% | -2.9% | +11.1% | +9.7% |
| 3M | +26.3% | -9.1% | +35.3% | +31.4% |
| 6M | +2.2% | +12.9% | -10.7% | -5.4% |
| YTD | -10.4% | +6.1% | -16.5% | -14.9% |
| 1Y | -3.0% | +22.5% | -25.5% | -15.3% |
| 3Y | +120.3% | +32.1% | +88.2% | +70.0% |
| All | +45.2% | -7.6% | +52.9% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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