+181.9%
FANG vs NUE
+599.8%
-417.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.1% |
| 7D | +2.9% | -0.6% | +3.5% | +3.2% |
| 30D | +2.6% | -4.6% | +7.2% | +4.8% |
| 3M | +7.6% | -0.3% | +7.9% | +6.2% |
| 6M | +17.3% | +51.9% | -34.6% | -10.4% |
| YTD | +38.7% | +60.0% | -21.3% | +2.3% |
| 1Y | +51.6% | +82.9% | -31.2% | +2.4% |
| 3Y | +50.0% | +66.0% | -16.0% | +1.1% |
| 5Y | +237.6% | +149.0% | +88.6% | +49.6% |
| All | +181.9% | +599.8% | -417.9% | -48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling