+14,317.4%
NUE vs VFC
+845.1%
+13,472.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.4% |
| 7D | +4.2% | -1.6% | +5.8% | +4.8% |
| 30D | -5.0% | -11.6% | +6.7% | -0.7% |
| 3M | -0.2% | -18.1% | +17.9% | +6.1% |
| 6M | +49.1% | -27.4% | +76.5% | +64.2% |
| YTD | +61.0% | -24.8% | +85.8% | +74.2% |
| 1Y | +82.5% | -8.2% | +90.7% | +80.3% |
| 3Y | +57.9% | -29.1% | +87.0% | +43.9% |
| 5Y | +146.6% | -79.2% | +225.7% | +264.7% |
| 10Y | +561.6% | -68.1% | +629.7% | +673.5% |
| All | +14,317.4% | +845.1% | +13,472.3% | +5,895.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling