+4,384.1%
NUE vs FFIV
+7,518.9%
-3,134.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +4.2% | -1.0% | +5.2% | +4.4% |
| 30D | -5.0% | -5.1% | +0.1% | -4.2% |
| 3M | -0.2% | -4.5% | +4.2% | +0.3% |
| 6M | +49.1% | +36.5% | +12.7% | +40.7% |
| YTD | +61.0% | +53.0% | +8.0% | +48.5% |
| 1Y | +82.5% | +24.2% | +58.3% | +73.9% |
| 3Y | +57.9% | +137.2% | -79.3% | +34.6% |
| 5Y | +146.6% | +91.8% | +54.8% | +117.0% |
| 10Y | +561.6% | +215.2% | +346.4% | +436.7% |
| All | +4,384.1% | +7,518.9% | -3,134.8% | +2,052.0% |
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