+48.4%
NU vs F
-3.9%
+52.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +4.0% | +1.7% |
| 7D | +6.0% | +1.2% | +4.9% | +5.4% |
| 30D | +10.8% | +1.2% | +9.5% | +10.2% |
| 3M | +32.2% | -5.7% | +37.8% | +35.3% |
| 6M | +5.1% | +17.9% | -12.8% | -4.6% |
| YTD | -8.4% | +10.4% | -18.8% | -14.6% |
| 1Y | +0.7% | +25.3% | -24.6% | -12.9% |
| 3Y | +125.1% | +37.5% | +87.7% | +70.6% |
| All | +48.4% | -3.9% | +52.3% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling