+82.5%
NUE vs FIVE
+66.7%
+15.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.6% | -1.3% |
| 7D | +4.2% | +4.3% | 0.0% | +3.5% |
| 30D | -5.0% | +12.5% | -17.5% | -7.0% |
| 3M | -0.2% | +31.2% | -31.5% | -5.0% |
| 6M | +49.1% | +14.4% | +34.8% | +44.1% |
| YTD | +61.0% | +33.9% | +27.1% | +48.2% |
| 1Y | +82.5% | +65.1% | +17.5% | +57.4% |
| All | +82.5% | +66.7% | +15.8% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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