+584.3%
NUE vs FIVE
+486.0%
+98.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.3% |
| 7D | -2.3% | +1.7% | -4.0% | -2.8% |
| 30D | -6.1% | +5.0% | -11.1% | -7.5% |
| 3M | +1.7% | +29.5% | -27.8% | -5.7% |
| 6M | +53.1% | +12.4% | +40.7% | +46.0% |
| YTD | +59.0% | +31.2% | +27.9% | +45.2% |
| 1Y | +85.3% | +72.9% | +12.5% | +56.1% |
| 3Y | +63.2% | +53.0% | +10.2% | +32.0% |
| 5Y | +146.8% | +34.2% | +112.6% | +99.5% |
| 10Y | +584.3% | +497.6% | +86.7% | +239.4% |
| All | +584.3% | +486.0% | +98.3% | +239.4% |
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