+565.3%
NUE vs FFIV
+238.2%
+327.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.3% |
| 7D | -2.7% | +1.6% | -4.3% | -3.4% |
| 30D | -6.1% | -3.7% | -2.3% | -4.6% |
| 3M | +2.2% | +2.0% | +0.3% | +0.3% |
| 6M | +50.8% | +39.3% | +11.5% | +26.7% |
| YTD | +57.5% | +56.1% | +1.4% | +23.8% |
| 1Y | +82.5% | +22.0% | +60.5% | +60.4% |
| 3Y | +61.7% | +148.2% | -86.5% | -3.4% |
| 5Y | +145.1% | +96.3% | +48.8% | +59.4% |
| All | +565.3% | +238.2% | +327.1% | +222.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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