+48.8%
NU vs FE
+44.2%
+4.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | +7.5% | +1.9% | +5.5% | +7.0% |
| 30D | +6.1% | -1.2% | +7.3% | +6.4% |
| 3M | +26.8% | +3.5% | +23.3% | +25.7% |
| 6M | +2.5% | -6.1% | +8.5% | +3.7% |
| YTD | -8.2% | +7.6% | -15.8% | -10.0% |
| 1Y | +3.4% | +11.9% | -8.6% | +0.3% |
| 3Y | +116.2% | +48.4% | +67.7% | +88.7% |
| All | +48.8% | +44.2% | +4.6% | +38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling