+48.8%
NU vs F
+0.4%
+48.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.4% | -2.6% |
| 7D | +7.5% | +5.3% | +2.2% | +5.0% |
| 30D | +6.1% | +4.6% | +1.6% | +4.1% |
| 3M | +26.8% | -3.7% | +30.5% | +28.6% |
| 6M | +2.5% | +16.8% | -14.4% | -6.5% |
| YTD | -8.2% | +15.3% | -23.5% | -16.0% |
| 1Y | +3.4% | +31.0% | -27.6% | -12.4% |
| 3Y | +116.2% | +45.4% | +70.7% | +59.2% |
| All | +48.8% | +0.4% | +48.4% | +21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling