+28.0%
NU vs FN
+182.2%
-154.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -7.3% | +19.1% | +13.4% |
| 7D | +9.9% | +0.3% | +9.6% | +9.4% |
| 30D | -11.5% | -16.5% | +5.1% | -9.2% |
| 3M | -5.1% | -42.1% | +37.0% | +5.1% |
| 6M | +3.1% | -52.9% | +56.0% | +17.3% |
| YTD | -21.0% | -28.0% | +6.9% | -23.5% |
| 1Y | -15.2% | -18.5% | +3.3% | -21.6% |
| 3Y | +56.4% | +93.9% | -37.4% | -8.1% |
| All | +28.0% | +182.2% | -154.3% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling