-24.1%
NU vs FANG
+32.3%
-56.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.9% | +8.2% | +2.1% |
| 7D | +0.2% | -11.3% | +11.5% | -2.6% |
| 30D | -21.0% | -0.7% | -20.4% | -20.9% |
| 3M | -16.3% | -4.2% | -12.2% | -16.5% |
| 6M | -15.3% | -13.5% | -1.9% | -16.6% |
| YTD | -28.4% | +23.7% | -52.1% | -28.0% |
| 1Y | -24.1% | +34.3% | -58.4% | -24.1% |
| All | -24.1% | +32.3% | -56.4% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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