+45.4%
NU vs FFIV
+73.5%
-28.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +1.0% |
| 7D | -4.2% | +1.6% | -5.8% | -5.2% |
| 30D | +10.0% | -3.7% | +13.8% | +11.8% |
| 3M | +29.3% | +2.0% | +27.3% | +26.4% |
| 6M | +0.9% | +39.3% | -38.3% | -19.7% |
| YTD | -10.3% | +56.1% | -66.4% | -34.2% |
| 1Y | -3.2% | +22.0% | -25.1% | -17.6% |
| 3Y | +120.6% | +148.2% | -27.6% | +5.6% |
| All | +45.4% | +73.5% | -28.1% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling