+48.8%
NU vs FN
+250.6%
-201.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -2.7% |
| 7D | +7.5% | -1.7% | +9.2% | +7.9% |
| 30D | +6.1% | -22.0% | +28.1% | +11.5% |
| 3M | +26.8% | -43.0% | +69.8% | +42.0% |
| 6M | +2.5% | -27.7% | +30.2% | +4.2% |
| YTD | -8.2% | -10.5% | +2.3% | -13.7% |
| 1Y | +3.4% | +12.5% | -9.1% | -11.1% |
| 3Y | +116.2% | +153.8% | -37.6% | +19.6% |
| All | +48.8% | +250.6% | -201.8% | -46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling