+66.0%
NU vs FGI
-68.3%
+134.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.9% | -3.9% | +1.8% |
| 7D | +2.8% | +6.9% | -4.1% | +2.5% |
| 30D | -23.0% | +3.9% | -27.0% | -23.2% |
| 3M | -9.7% | +74.3% | -84.0% | -13.4% |
| 6M | -8.7% | +28.9% | -37.7% | -11.9% |
| YTD | -26.4% | +39.1% | -65.5% | -30.5% |
| 1Y | -24.8% | +49.3% | -74.2% | -29.9% |
| 3Y | +44.6% | +5.7% | +38.9% | +29.4% |
| All | +66.0% | -68.3% | +134.3% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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