+98.1%
NU vs FISV
-57.6%
+155.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.4% | -8.1% | -3.5% |
| 7D | -4.9% | -2.7% | -2.2% | -4.5% |
| 30D | +7.8% | 0.0% | +7.8% | +7.7% |
| 3M | +20.9% | -2.8% | +23.7% | +20.9% |
| 6M | +0.9% | -11.8% | +12.7% | +2.3% |
| YTD | -12.7% | -23.2% | +10.5% | -9.7% |
| 1Y | -6.4% | -62.0% | +55.6% | +6.1% |
| 3Y | +98.1% | -57.6% | +155.7% | +126.5% |
| All | +98.1% | -57.6% | +155.7% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 3y: compounded portfolio wealth divided by compounded FISV 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…
3y analysis · Full analysis span regression · 6 months rolling