+98.1%
NU vs FANG
+45.3%
+52.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.6% |
| 7D | -4.9% | +2.9% | -7.8% | -5.3% |
| 30D | +7.8% | +2.6% | +5.2% | +7.3% |
| 3M | +20.9% | +7.6% | +13.4% | +19.1% |
| 6M | +0.9% | +17.3% | -16.4% | -4.3% |
| YTD | -12.7% | +38.7% | -51.3% | -21.5% |
| 1Y | -6.4% | +51.6% | -58.0% | -18.7% |
| 3Y | +98.1% | +50.0% | +48.1% | +70.2% |
| All | +98.1% | +45.3% | +52.8% | +70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling