+45.2%
NU vs FE
+42.5%
+2.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -2.0% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | +8.2% | -1.2% | +9.4% | +8.5% |
| 3M | +26.3% | +1.7% | +24.6% | +25.7% |
| 6M | +2.2% | -7.5% | +9.7% | +3.8% |
| YTD | -10.4% | +6.3% | -16.7% | -11.9% |
| 1Y | -3.0% | +10.9% | -13.8% | -5.7% |
| 3Y | +120.3% | +46.9% | +73.3% | +92.6% |
| All | +45.2% | +42.5% | +2.7% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling