+145.1%
NUE vs FTV
-3.0%
+148.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | +0.6% |
| 7D | -2.7% | -5.2% | +2.5% | +0.9% |
| 30D | -6.1% | -11.5% | +5.5% | +1.9% |
| 3M | +2.2% | -9.0% | +11.3% | +8.6% |
| 6M | +50.8% | -2.0% | +52.8% | +51.4% |
| YTD | +57.5% | -0.9% | +58.5% | +55.0% |
| 1Y | +82.5% | +14.8% | +67.7% | +60.1% |
| 3Y | +61.7% | -5.5% | +67.2% | +62.1% |
| 5Y | +145.1% | -1.9% | +147.0% | +117.4% |
| All | +145.1% | -3.0% | +148.1% | +117.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling