+98.1%
NU vs FOXA
+117.6%
-19.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.8% | -2.9% |
| 7D | -4.9% | +0.8% | -5.7% | -5.1% |
| 30D | +7.8% | +5.0% | +2.8% | +6.8% |
| 3M | +20.9% | -3.0% | +24.0% | +21.4% |
| 6M | +0.9% | +14.8% | -13.9% | -3.5% |
| YTD | -12.7% | -8.9% | -3.7% | -10.2% |
| 1Y | -6.4% | +13.3% | -19.7% | -10.4% |
| 3Y | +98.1% | +115.4% | -17.3% | +50.5% |
| All | +98.1% | +117.6% | -19.5% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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