+125.0%
NU vs FIX
+765.6%
-640.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.5% |
| 7D | +7.5% | +6.0% | +1.5% | +5.9% |
| 30D | +6.1% | -7.2% | +13.4% | +7.9% |
| 3M | +26.8% | -15.9% | +42.7% | +30.7% |
| 6M | +2.5% | +12.7% | -10.3% | -3.2% |
| YTD | -8.2% | +72.8% | -81.0% | -22.6% |
| 1Y | +3.4% | +122.9% | -119.5% | -19.5% |
| All | +125.0% | +765.6% | -640.6% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling