-0.8%
NU vs F
+25.6%
-26.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +4.0% | +0.7% |
| 7D | +6.0% | +1.2% | +4.9% | +5.7% |
| 30D | +10.8% | +1.2% | +9.5% | +10.5% |
| 3M | +32.2% | -5.7% | +37.8% | +33.3% |
| 6M | +5.1% | +17.9% | -12.8% | +1.6% |
| YTD | -8.4% | +10.4% | -18.8% | -10.3% |
| All | -0.8% | +25.6% | -26.4% | -3.3% |
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