+48.4%
NU vs FDS
-35.7%
+84.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +1.2% |
| 7D | +6.0% | -5.4% | +11.4% | +8.0% |
| 30D | +10.8% | +1.6% | +9.2% | +9.9% |
| 3M | +32.2% | +17.7% | +14.4% | +22.8% |
| 6M | +5.1% | +29.1% | -23.9% | -6.9% |
| YTD | -8.4% | +1.0% | -9.4% | -9.5% |
| 1Y | +0.7% | -21.6% | +22.3% | +14.8% |
| 3Y | +125.1% | -30.1% | +155.2% | +166.6% |
| All | +48.4% | -35.7% | +84.1% | +83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling