+16.9%
NU vs F
-15.7%
+32.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.3% | -1.4% |
| 7D | +4.0% | -0.2% | +4.3% | +4.2% |
| 30D | -25.1% | +0.9% | -26.0% | -25.5% |
| 3M | -12.8% | -11.3% | -1.5% | -8.1% |
| 6M | -12.5% | +2.0% | -14.5% | -15.1% |
| YTD | -27.8% | -3.2% | -24.7% | -28.7% |
| 1Y | -24.6% | -3.5% | -21.1% | -25.4% |
| 3Y | +41.8% | +48.1% | -6.3% | +0.2% |
| All | +16.9% | -15.7% | +32.6% | +2.7% |
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