-3.8%
NU vs FRMI
-78.1%
+74.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.7% | -2.8% |
| 7D | -4.9% | +7.4% | -12.3% | -5.2% |
| 30D | +7.8% | -27.6% | +35.4% | +9.2% |
| 3M | +20.9% | -20.9% | +41.8% | +21.3% |
| 6M | +0.9% | -36.6% | +37.5% | +1.4% |
| YTD | -12.7% | -31.3% | +18.6% | -12.1% |
| All | -3.8% | -78.1% | +74.4% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling