+41.5%
NU vs USFR
+20.6%
+21.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.7% | -2.5% |
| 7D | -4.9% | +0.1% | -5.0% | -4.7% |
| 30D | +7.8% | +0.4% | +7.5% | +8.4% |
| 3M | +20.9% | +1.0% | +19.9% | +22.9% |
| 6M | +0.9% | +2.0% | -1.1% | +3.7% |
| YTD | -12.7% | +2.8% | -15.4% | -9.9% |
| 1Y | -6.4% | +4.1% | -10.5% | -2.8% |
| 3Y | +98.1% | +14.1% | +84.0% | +104.0% |
| All | +41.5% | +20.6% | +21.0% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling