+85.3%
NUE vs FIVE
+64.7%
+20.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.0% |
| 7D | -2.3% | +1.7% | -4.0% | -2.6% |
| 30D | -6.1% | +5.0% | -11.1% | -6.9% |
| 3M | +1.7% | +29.5% | -27.8% | -2.8% |
| 6M | +53.1% | +12.4% | +40.7% | +48.4% |
| YTD | +59.0% | +31.2% | +27.9% | +47.4% |
| 1Y | +85.3% | +72.9% | +12.5% | +61.4% |
| All | +85.3% | +64.7% | +20.6% | +61.4% |
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