+155.9%
NUE vs USFR
+20.6%
+135.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.7% |
| 7D | -0.6% | +0.1% | -0.8% | -0.4% |
| 30D | -4.6% | +0.4% | -4.9% | -4.0% |
| 3M | -0.3% | +1.0% | -1.4% | +1.6% |
| 6M | +51.9% | +2.0% | +49.9% | +57.5% |
| YTD | +60.0% | +2.8% | +57.2% | +68.2% |
| 1Y | +82.9% | +4.1% | +78.8% | +96.9% |
| 3Y | +66.0% | +14.1% | +51.8% | +128.6% |
| All | +155.9% | +20.6% | +135.3% | +344.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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