+48.4%
NU vs FIVE
+24.4%
+24.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +6.0% | +3.7% | +2.3% | +4.6% |
| 30D | +10.8% | +4.0% | +6.8% | +9.2% |
| 3M | +32.2% | +36.2% | -4.1% | +18.4% |
| 6M | +5.1% | +18.0% | -12.9% | -2.3% |
| YTD | -8.4% | +34.9% | -43.3% | -19.0% |
| 1Y | +0.7% | +67.9% | -67.2% | -18.1% |
| 3Y | +125.1% | +57.3% | +67.8% | +76.7% |
| All | +48.4% | +24.4% | +24.0% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling