-3.2%
NU vs FDS
-28.0%
+24.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.8% | +6.0% | +0.2% |
| 7D | -4.2% | -16.0% | +11.8% | -4.1% |
| 30D | +10.0% | -6.7% | +16.8% | +10.1% |
| 3M | +29.3% | +6.0% | +23.3% | +28.3% |
| 6M | +0.9% | +25.1% | -24.2% | +1.2% |
| YTD | -10.3% | -8.1% | -2.1% | -12.3% |
| 1Y | -3.2% | -26.0% | +22.9% | -6.3% |
| All | -3.2% | -28.0% | +24.8% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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