-24.6%
NU vs F
-2.8%
-21.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -2.1% |
| 7D | +4.0% | +1.0% | +3.1% | +3.8% |
| 30D | -25.1% | +2.1% | -27.2% | -25.6% |
| 3M | -12.8% | -10.3% | -2.6% | -10.0% |
| 6M | -12.5% | +3.3% | -15.7% | -12.9% |
| YTD | -27.8% | -2.0% | -25.9% | -28.4% |
| 1Y | -24.6% | -2.3% | -22.3% | -25.1% |
| All | -24.6% | -2.8% | -21.8% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling