+146.8%
NUE vs FFIV
+100.0%
+46.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | -0.9% |
| 7D | -2.3% | +3.5% | -5.8% | -3.6% |
| 30D | -6.1% | -1.3% | -4.8% | -5.8% |
| 3M | +1.7% | +2.4% | -0.7% | -0.2% |
| 6M | +53.1% | +41.8% | +11.3% | +29.9% |
| YTD | +59.0% | +58.5% | +0.5% | +27.0% |
| 1Y | +85.3% | +24.3% | +61.0% | +64.7% |
| 3Y | +63.2% | +152.0% | -88.8% | -0.9% |
| 5Y | +146.8% | +99.1% | +47.7% | +50.3% |
| All | +146.8% | +100.0% | +46.8% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling