+41.5%
NU vs FFIV
+79.2%
-37.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.3% | -6.0% | -4.5% |
| 7D | -4.9% | +5.4% | -10.3% | -7.8% |
| 30D | +7.8% | -2.7% | +10.5% | +8.8% |
| 3M | +20.9% | +4.5% | +16.4% | +16.5% |
| 6M | +0.9% | +42.2% | -41.3% | -20.7% |
| YTD | -12.7% | +61.3% | -74.0% | -37.2% |
| 1Y | -6.4% | +23.0% | -29.5% | -20.5% |
| 3Y | +98.1% | +156.3% | -58.2% | -6.9% |
| All | +41.5% | +79.2% | -37.7% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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