+74.7%
NUE vs FFIV
+28.7%
+45.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.7% | -0.8% | -3.2% |
| 7D | +2.8% | -0.5% | +3.3% | +2.8% |
| 30D | -2.1% | -32.4% | +30.3% | +0.2% |
| 3M | -7.3% | -25.7% | +18.4% | -6.1% |
| 6M | +8.9% | -13.5% | +22.4% | +9.1% |
| YTD | +55.6% | +21.1% | +34.5% | +53.0% |
| 1Y | +74.7% | +29.4% | +45.2% | +71.7% |
| All | +74.7% | +28.7% | +45.9% | +71.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling