+16.9%
NU vs F
-14.7%
+31.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -1.9% |
| 7D | +4.0% | +1.0% | +3.1% | +3.6% |
| 30D | -25.1% | +2.1% | -27.2% | -25.9% |
| 3M | -12.8% | -10.3% | -2.6% | -8.6% |
| 6M | -12.5% | +3.3% | -15.7% | -15.6% |
| YTD | -27.8% | -2.0% | -25.9% | -29.1% |
| 1Y | -24.6% | -2.3% | -22.3% | -25.8% |
| 3Y | +41.8% | +49.9% | -8.1% | -0.4% |
| All | +16.9% | -14.7% | +31.6% | +2.2% |
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