+146.2%
NUE vs FIVE
+38.7%
+107.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | +1.8% | +3.7% | -1.9% | +0.9% |
| 30D | -6.0% | +4.0% | -9.9% | -7.0% |
| 3M | +1.4% | +36.2% | -34.8% | -5.9% |
| 6M | +52.8% | +18.0% | +34.8% | +45.3% |
| YTD | +58.1% | +34.9% | +23.2% | +45.4% |
| 1Y | +80.4% | +67.9% | +12.5% | +56.8% |
| 3Y | +62.3% | +57.3% | +5.0% | +34.5% |
| 5Y | +146.2% | +39.5% | +106.7% | +97.2% |
| All | +146.2% | +38.7% | +107.5% | +97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling