+136.4%
NUE vs FIVE
+19.1%
+117.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.6% | -3.9% | +0.5% |
| 7D | -10.2% | +6.2% | -16.4% | -11.5% |
| 30D | -0.4% | +18.2% | -18.6% | -4.2% |
| 3M | -8.4% | +3.8% | -12.2% | -9.6% |
| 6M | +10.1% | +13.7% | -3.6% | +5.7% |
| YTD | +54.1% | +34.7% | +19.3% | +41.3% |
| 1Y | +74.7% | +66.6% | +8.1% | +52.1% |
| 3Y | +72.0% | +44.3% | +27.7% | +46.7% |
| 5Y | +136.4% | +18.8% | +117.6% | +94.8% |
| All | +136.4% | +19.1% | +117.2% | +94.8% |
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