-24.1%
NU vs FRMI
-93.1%
+69.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -10.6% | +13.8% | +3.9% |
| 7D | +0.2% | -39.7% | +39.9% | +3.1% |
| 30D | -21.0% | -55.2% | +34.2% | -17.2% |
| 3M | -16.3% | -71.2% | +54.8% | -10.2% |
| 6M | -15.3% | -64.1% | +48.8% | -11.1% |
| YTD | -28.4% | -77.2% | +48.9% | -22.9% |
| 1Y | -24.1% | -93.2% | +69.0% | -11.4% |
| All | -24.1% | -93.1% | +69.0% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling