+40.0%
NU vs FN
+111.9%
-71.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.1% | +0.1% | -3.4% |
| 7D | +0.8% | +20.8% | -20.0% | -2.1% |
| 30D | -24.1% | -17.3% | -6.8% | -22.4% |
| 3M | -12.8% | -38.1% | +25.4% | -7.4% |
| 6M | -10.9% | -44.2% | +33.4% | -5.5% |
| YTD | -29.3% | -22.3% | -7.0% | -31.4% |
| 1Y | -26.9% | -20.9% | -6.0% | -29.7% |
| All | +40.0% | +111.9% | -71.9% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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