+19.7%
NU vs FIVE
+24.2%
-4.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.6% | -2.9% | +1.0% |
| 7D | +6.4% | +6.2% | +0.2% | +4.3% |
| 30D | -23.3% | +18.2% | -41.5% | -27.6% |
| 3M | -10.7% | +3.8% | -14.5% | -12.5% |
| 6M | -10.4% | +13.7% | -24.2% | -15.8% |
| YTD | -26.2% | +34.7% | -60.9% | -35.1% |
| 1Y | -22.1% | +66.6% | -88.8% | -36.6% |
| 3Y | +49.6% | +44.3% | +5.4% | +24.4% |
| All | +19.7% | +24.2% | -4.6% | +12.4% |
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 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