+45.4%
NU vs FIVE
+18.1%
+27.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.9% |
| 7D | -4.2% | +0.6% | -4.8% | -4.5% |
| 30D | +10.0% | +3.0% | +7.0% | +8.8% |
| 3M | +29.3% | +23.2% | +6.1% | +19.8% |
| 6M | +0.9% | +9.2% | -8.2% | -3.7% |
| YTD | -10.3% | +28.1% | -38.4% | -19.3% |
| 1Y | -3.2% | +65.3% | -68.4% | -20.8% |
| 3Y | +120.6% | +49.4% | +71.2% | +76.2% |
| All | +45.4% | +18.1% | +27.3% | +39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling