+45.2%
NU vs FDS
-37.9%
+83.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -1.0% |
| 7D | -2.6% | -8.8% | +6.2% | +0.4% |
| 30D | +8.2% | -1.4% | +9.6% | +8.4% |
| 3M | +26.3% | +13.9% | +12.4% | +18.6% |
| 6M | +2.2% | +27.4% | -25.1% | -9.3% |
| YTD | -10.4% | -2.5% | -7.9% | -10.4% |
| 1Y | -3.0% | -23.8% | +20.8% | +11.3% |
| 3Y | +120.3% | -32.5% | +152.8% | +163.9% |
| All | +45.2% | -37.9% | +83.1% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling