+125.0%
NU vs F
+47.7%
+77.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.4% | -2.3% |
| 7D | +7.5% | +5.3% | +2.2% | +6.2% |
| 30D | +6.1% | +4.6% | +1.6% | +5.1% |
| 3M | +26.8% | -3.7% | +30.5% | +27.6% |
| 6M | +2.5% | +16.8% | -14.4% | -1.8% |
| YTD | -8.2% | +15.3% | -23.5% | -11.8% |
| 1Y | +3.4% | +31.0% | -27.6% | -4.1% |
| All | +125.0% | +47.7% | +77.3% | +93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling