+48.8%
NU vs FFIV
+70.0%
-21.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -1.7% |
| 7D | +7.5% | -1.0% | +8.4% | +8.0% |
| 30D | +6.1% | -5.1% | +11.2% | +8.7% |
| 3M | +26.8% | -4.5% | +31.3% | +28.8% |
| 6M | +2.5% | +36.5% | -34.0% | -17.5% |
| YTD | -8.2% | +53.0% | -61.2% | -31.9% |
| 1Y | +3.4% | +24.2% | -20.9% | -13.4% |
| 3Y | +116.2% | +137.2% | -21.0% | +7.1% |
| All | +48.8% | +70.0% | -21.2% | -1.4% |
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