+78.2%
NU vs FGI
-74.8%
+153.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -25.2% | +36.9% | +12.4% |
| 7D | +9.9% | -14.4% | +24.3% | +10.1% |
| 30D | -11.5% | -11.8% | +0.3% | -11.4% |
| 3M | -5.1% | -46.2% | +41.1% | -3.9% |
| 6M | +3.1% | +5.2% | -2.1% | -0.1% |
| YTD | -21.0% | +10.5% | -31.6% | -25.1% |
| 1Y | -15.2% | +25.5% | -40.7% | -20.9% |
| 3Y | +56.4% | -16.0% | +72.4% | +40.6% |
| All | +78.2% | -74.8% | +153.0% | +85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling