+550.7%
NUE vs FTV
+89.3%
+461.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.3% |
| 7D | +1.8% | -0.4% | +2.2% | +2.0% |
| 30D | -6.0% | -8.3% | +2.4% | -0.1% |
| 3M | +1.4% | -7.4% | +8.8% | +6.6% |
| 6M | +52.8% | -1.2% | +54.0% | +52.8% |
| YTD | +58.1% | +2.7% | +55.4% | +51.8% |
| 1Y | +80.4% | +18.4% | +62.0% | +55.2% |
| 3Y | +62.3% | -2.0% | +64.3% | +58.9% |
| 5Y | +146.2% | +3.4% | +142.8% | +128.1% |
| 10Y | +549.5% | +78.5% | +471.0% | +302.0% |
| All | +550.7% | +89.3% | +461.4% | +294.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling