+44.8%
NU vs FN
+101.0%
-56.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.7% | -9.2% | +0.8% |
| 7D | +3.6% | 0.0% | +3.7% | +3.1% |
| 30D | -22.8% | -34.3% | +11.5% | -18.3% |
| 3M | -14.8% | -39.9% | +25.1% | -9.3% |
| 6M | -16.9% | -51.8% | +34.9% | -9.7% |
| YTD | -28.1% | -28.1% | 0.0% | -29.4% |
| 1Y | -24.5% | -29.1% | +4.5% | -26.1% |
| 3Y | +44.8% | +102.4% | -57.7% | -2.6% |
| All | +44.8% | +101.0% | -56.2% | -2.6% |
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