-24.1%
NU vs FIVE
+63.3%
-87.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.7% | -3.4% | +2.6% |
| 7D | +0.2% | +7.5% | -7.3% | -0.5% |
| 30D | -21.0% | +16.7% | -37.7% | -22.3% |
| 3M | -16.3% | +13.4% | -29.7% | -17.5% |
| 6M | -15.3% | +9.0% | -24.4% | -15.9% |
| YTD | -28.4% | +33.8% | -62.2% | -33.3% |
| 1Y | -24.1% | +61.2% | -85.3% | -34.4% |
| All | -24.1% | +63.3% | -87.4% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling