+41.5%
NU vs FOXA
+91.6%
-50.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.8% | -3.2% |
| 7D | -4.9% | +0.8% | -5.7% | -5.2% |
| 30D | +7.8% | +5.0% | +2.8% | +5.7% |
| 3M | +20.9% | -3.0% | +24.0% | +21.1% |
| 6M | +0.9% | +14.8% | -13.9% | -7.9% |
| YTD | -12.7% | -8.9% | -3.7% | -10.0% |
| 1Y | -6.4% | +13.3% | -19.7% | -15.2% |
| 3Y | +98.1% | +115.4% | -17.3% | +12.0% |
| All | +41.5% | +91.6% | -50.1% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling