+56.4%
NU vs FFIV
+95.4%
-38.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.7% | +14.4% | +12.6% |
| 7D | +9.9% | -0.5% | +10.4% | +10.0% |
| 30D | -11.5% | -32.4% | +20.9% | -0.5% |
| 3M | -5.1% | -25.7% | +20.6% | +3.1% |
| 6M | +3.1% | -13.5% | +16.6% | +5.3% |
| YTD | -21.0% | +21.1% | -42.1% | -30.5% |
| 1Y | -15.2% | +29.4% | -44.6% | -27.5% |
| 3Y | +56.4% | +94.9% | -38.4% | +6.5% |
| All | +56.4% | +95.4% | -38.9% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling