+48.8%
NU vs FIX
+1,590.0%
-1,541.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.6% |
| 7D | +7.5% | +6.0% | +1.5% | +5.4% |
| 30D | +6.1% | -7.2% | +13.4% | +8.5% |
| 3M | +26.8% | -15.9% | +42.7% | +32.0% |
| 6M | +2.5% | +12.7% | -10.3% | -5.1% |
| YTD | -8.2% | +72.8% | -81.0% | -27.4% |
| 1Y | +3.4% | +122.9% | -119.5% | -27.0% |
| 3Y | +116.2% | +774.3% | -658.1% | -29.1% |
| All | +48.8% | +1,590.0% | -1,541.2% | -73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling