+72.0%
NUE vs FIVE
+42.1%
+29.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.6% | -3.9% | +0.8% |
| 7D | -10.2% | +6.2% | -16.4% | -11.1% |
| 30D | -0.4% | +18.2% | -18.6% | -3.1% |
| 3M | -8.4% | +3.8% | -12.2% | -9.2% |
| 6M | +10.1% | +13.7% | -3.6% | +6.9% |
| YTD | +54.1% | +34.7% | +19.3% | +44.8% |
| 1Y | +74.7% | +66.6% | +8.1% | +58.2% |
| 3Y | +72.0% | +44.3% | +27.7% | +38.6% |
| All | +72.0% | +42.1% | +29.9% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling