+436.0%
NUE vs FIVE
+562.8%
-126.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | -6.2% | +7.3% | -13.6% | -8.0% |
| 30D | +2.5% | +18.1% | -15.6% | -2.0% |
| 3M | -6.4% | +7.7% | -14.1% | -8.7% |
| 6M | +13.3% | +13.6% | -0.3% | +8.0% |
| YTD | +58.5% | +34.6% | +23.9% | +43.4% |
| 1Y | +81.9% | +66.2% | +15.6% | +55.2% |
| 3Y | +75.3% | +43.5% | +31.8% | +44.9% |
| 5Y | +149.9% | +20.7% | +129.3% | +109.3% |
| 10Y | +436.0% | +541.5% | -105.5% | +181.4% |
| All | +436.0% | +562.8% | -126.8% | +181.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling