+45.2%
NU vs FIX
+1,595.0%
-1,549.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.1% | -1.5% |
| 7D | -2.6% | +3.5% | -6.1% | -3.7% |
| 30D | +8.2% | -3.5% | +11.7% | +9.1% |
| 3M | +26.3% | -11.8% | +38.0% | +29.3% |
| 6M | +2.2% | +17.8% | -15.5% | -6.6% |
| YTD | -10.4% | +73.3% | -83.7% | -29.2% |
| 1Y | -3.0% | +128.1% | -131.1% | -32.1% |
| 3Y | +120.3% | +772.7% | -652.4% | -27.6% |
| All | +45.2% | +1,595.0% | -1,549.8% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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