+82.5%
NUE vs VFC
-6.8%
+89.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.0% |
| 7D | +4.2% | -1.6% | +5.8% | +4.6% |
| 30D | -5.0% | -11.6% | +6.7% | -2.5% |
| 3M | -0.2% | -18.1% | +17.9% | +3.7% |
| 6M | +49.1% | -27.4% | +76.5% | +57.4% |
| YTD | +61.0% | -24.8% | +85.8% | +68.9% |
| 1Y | +82.5% | -8.2% | +90.7% | +79.8% |
| All | +82.5% | -6.8% | +89.4% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling