+146.2%
NUE vs VFC
-68.3%
+214.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.2% | -6.7% | -4.2% |
| 7D | +2.8% | +1.6% | +1.1% | +2.4% |
| 30D | -2.1% | +25.5% | -27.6% | -6.9% |
| 3M | -7.3% | +41.3% | -48.6% | -14.3% |
| 6M | +8.9% | +22.2% | -13.3% | +3.3% |
| YTD | +55.6% | +16.4% | +39.2% | +48.3% |
| 1Y | +74.7% | +38.4% | +36.2% | +60.1% |
| 3Y | +71.7% | +56.2% | +15.4% | +37.9% |
| All | +146.2% | -68.3% | +214.5% | +277.0% |
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