+637.8%
NUE vs USFR
+27.6%
+610.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | -6.0% | +0.3% | -6.3% | -6.1% |
| 3M | +1.4% | +1.0% | +0.5% | +1.0% |
| 6M | +52.8% | +1.9% | +50.9% | +51.5% |
| YTD | +58.1% | +2.7% | +55.5% | +56.2% |
| 1Y | +80.4% | +4.0% | +76.4% | +77.2% |
| 3Y | +62.3% | +14.0% | +48.2% | +52.9% |
| 5Y | +146.2% | +20.4% | +125.8% | +125.8% |
| 10Y | +549.5% | +28.1% | +521.4% | +476.0% |
| All | +637.8% | +27.6% | +610.2% | +534.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling