+56.4%
NU vs FDS
-23.3%
+79.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.3% | +11.5% | +11.7% |
| 7D | +9.9% | +1.5% | +8.4% | +9.7% |
| 30D | -11.5% | +14.8% | -26.3% | -13.1% |
| 3M | -5.1% | +16.3% | -21.4% | -7.2% |
| 6M | +3.1% | +66.2% | -63.1% | -4.5% |
| YTD | -21.0% | +16.2% | -37.3% | -22.2% |
| 1Y | -15.2% | +21.8% | -37.0% | -17.8% |
| 3Y | +56.4% | -23.9% | +80.3% | +77.9% |
| All | +56.4% | -23.3% | +79.7% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling