+4,400.3%
NUE vs FFIV
+6,144.1%
-1,743.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.1% | +1.8% |
| 7D | -2.4% | -2.9% | +0.5% | -1.9% |
| 30D | +3.8% | -32.4% | +36.2% | +10.3% |
| 3M | -3.7% | -22.7% | +19.0% | 0.0% |
| 6M | +13.2% | -10.7% | +23.9% | +14.3% |
| YTD | +61.6% | +25.4% | +36.2% | +53.2% |
| 1Y | +83.6% | +34.2% | +49.4% | +72.0% |
| 3Y | +78.6% | +101.2% | -22.6% | +55.6% |
| 5Y | +148.0% | +42.0% | +106.0% | +128.1% |
| 10Y | +449.9% | +126.7% | +323.2% | +367.3% |
| All | +4,400.3% | +6,144.1% | -1,743.8% | +2,120.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling