+150.5%
NUE vs FFIV
+41.7%
+108.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.1% | +1.6% |
| 7D | -2.4% | -2.9% | +0.5% | -1.3% |
| 30D | +3.8% | -32.4% | +36.2% | +18.1% |
| 3M | -3.7% | -22.7% | +19.0% | +3.5% |
| 6M | +13.2% | -10.7% | +23.9% | +13.4% |
| YTD | +61.6% | +25.4% | +36.2% | +36.9% |
| 1Y | +83.6% | +34.2% | +49.4% | +50.2% |
| 3Y | +78.6% | +101.2% | -22.6% | +13.1% |
| All | +150.5% | +41.7% | +108.7% | +66.2% |
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