+62.1%
NU vs FGI
-70.6%
+132.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.2% | +2.5% |
| 7D | +3.6% | -7.0% | +10.6% | +3.8% |
| 30D | -22.8% | -4.2% | -18.6% | -22.7% |
| 3M | -14.8% | +55.6% | -70.4% | -18.0% |
| 6M | -16.9% | -3.2% | -13.8% | -19.0% |
| YTD | -28.1% | +29.1% | -57.3% | -32.0% |
| 1Y | -24.5% | +51.0% | -75.5% | -29.8% |
| 3Y | +44.8% | +1.5% | +43.2% | +28.9% |
| All | +62.1% | -70.6% | +132.7% | +68.7% |
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