+115.8%
FCX vs NUE
+146.6%
-30.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.1% |
| 7D | -2.3% | -0.6% | -1.7% | -2.0% |
| 30D | +2.7% | -4.6% | +7.2% | +5.1% |
| 3M | +7.4% | -0.3% | +7.7% | +6.4% |
| 6M | +16.0% | +51.9% | -35.9% | -11.3% |
| YTD | +40.9% | +60.0% | -19.1% | +4.1% |
| 1Y | +56.4% | +82.9% | -26.5% | +5.7% |
| 3Y | +84.2% | +66.0% | +18.2% | +25.7% |
| All | +115.8% | +146.6% | -30.8% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling