+19.3%
NU vs FIVE
+22.8%
-3.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.3% |
| 7D | +2.8% | -0.5% | +3.3% | +2.9% |
| 30D | -23.0% | +17.4% | -40.4% | -27.2% |
| 3M | -9.7% | +7.0% | -16.8% | -12.4% |
| 6M | -8.7% | +20.5% | -29.2% | -15.9% |
| YTD | -26.4% | +33.1% | -59.5% | -35.0% |
| 1Y | -24.8% | +67.1% | -91.9% | -38.9% |
| 3Y | +44.6% | +41.9% | +2.7% | +21.1% |
| All | +19.3% | +22.8% | -3.5% | +12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling