+34.0%
FANG vs NUE
+72.6%
-38.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.3% | +6.5% | -1.3% |
| 7D | -13.0% | -10.8% | -2.3% | -12.4% |
| 30D | -2.9% | -2.1% | -0.8% | -2.6% |
| 3M | -3.0% | -10.4% | +7.4% | -2.4% |
| 6M | -11.9% | +6.4% | -18.3% | -12.7% |
| YTD | +21.5% | +51.9% | -30.4% | +14.5% |
| 1Y | +34.0% | +71.1% | -37.2% | +25.7% |
| All | +34.0% | +72.6% | -38.7% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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