+147.5%
NUE vs VFC
-79.1%
+226.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.1% |
| 7D | -2.3% | -2.3% | 0.0% | -1.8% |
| 30D | -6.1% | -13.4% | +7.3% | -3.2% |
| 3M | +1.7% | -23.7% | +25.4% | +7.2% |
| 6M | +53.1% | -24.5% | +77.5% | +61.1% |
| YTD | +59.0% | -27.8% | +86.9% | +68.6% |
| 1Y | +85.3% | -13.5% | +98.8% | +87.3% |
| 3Y | +63.2% | -27.1% | +90.3% | +57.5% |
| All | +147.5% | -79.1% | +226.6% | +288.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling