+8.9%
NUE vs VFC
+20.2%
-11.3%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.2% | -6.7% | -4.2% |
| 7D | +2.8% | +1.6% | +1.1% | +2.3% |
| 30D | -2.1% | +25.5% | -27.6% | -7.3% |
| 3M | -7.3% | +41.3% | -48.6% | -14.9% |
| 6M | +8.9% | +22.2% | -13.3% | +3.2% |
| All | +8.9% | +20.2% | -11.3% | +3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling