+45.4%
NU vs USFR
+20.5%
+24.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.2% |
| 7D | -4.2% | +0.1% | -4.3% | -4.1% |
| 30D | +10.0% | +0.3% | +9.7% | +10.6% |
| 3M | +29.3% | +1.0% | +28.3% | +31.2% |
| 6M | +0.9% | +1.9% | -1.0% | +3.6% |
| YTD | -10.3% | +2.7% | -12.9% | -7.6% |
| 1Y | -3.2% | +4.0% | -7.2% | +0.4% |
| 3Y | +120.6% | +14.1% | +106.5% | +126.7% |
| All | +45.4% | +20.5% | +24.9% | +11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling