+866.2%
NUE vs FIVE
+848.8%
+17.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | +6.1% | +2.4% | +3.7% | +5.5% |
| 30D | +2.7% | +15.8% | -13.1% | -0.9% |
| 3M | -3.8% | +3.8% | -7.6% | -5.1% |
| 6M | +14.0% | +18.5% | -4.5% | +8.2% |
| YTD | +61.2% | +31.2% | +30.0% | +48.4% |
| 1Y | +77.8% | +61.8% | +16.0% | +55.4% |
| 3Y | +78.2% | +39.9% | +38.3% | +51.0% |
| 5Y | +149.8% | +18.3% | +131.5% | +113.9% |
| 10Y | +448.6% | +510.0% | -61.4% | +223.2% |
| All | +866.2% | +848.8% | +17.4% | +407.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling