+575.6%
NUE vs FTV
+80.7%
+494.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.3% |
| 7D | -0.6% | -4.0% | +3.3% | +2.2% |
| 30D | -4.6% | -11.0% | +6.5% | +3.6% |
| 3M | -0.3% | -8.4% | +8.1% | +5.7% |
| 6M | +51.9% | -2.6% | +54.4% | +53.3% |
| YTD | +60.0% | -0.6% | +60.6% | +57.1% |
| 1Y | +82.9% | +11.0% | +71.9% | +64.9% |
| 3Y | +66.0% | -6.3% | +72.3% | +67.8% |
| 5Y | +149.0% | -1.5% | +150.5% | +138.7% |
| All | +575.6% | +80.7% | +494.9% | +303.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling