-3.0%
NU vs FE
+11.4%
-14.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -2.1% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | +8.2% | -1.2% | +9.4% | +8.3% |
| 3M | +26.3% | +1.7% | +24.6% | +26.0% |
| 6M | +2.2% | -7.5% | +9.7% | +1.3% |
| YTD | -10.4% | +6.3% | -16.7% | -9.9% |
| 1Y | -3.0% | +10.9% | -13.8% | -1.5% |
| All | -3.0% | +11.4% | -14.4% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling