+19.3%
NU vs FFIV
+39.3%
-20.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.5% |
| 7D | +2.8% | -2.9% | +5.7% | +4.3% |
| 30D | -23.0% | -32.4% | +9.4% | -7.2% |
| 3M | -9.7% | -22.7% | +13.0% | +0.5% |
| 6M | -8.7% | -10.7% | +1.9% | -7.6% |
| YTD | -26.4% | +25.4% | -51.8% | -40.9% |
| 1Y | -24.8% | +34.2% | -59.0% | -42.4% |
| 3Y | +44.6% | +101.2% | -56.6% | -24.6% |
| All | +19.3% | +39.3% | -20.0% | -14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling