+177.0%
FDX vs NUE
+589.1%
-412.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.2% |
| 7D | -3.9% | -2.7% | -1.2% | -2.8% |
| 30D | -3.3% | -6.1% | +2.8% | -1.0% |
| 3M | -2.0% | +2.2% | -4.2% | -3.5% |
| 6M | +8.0% | +50.8% | -42.7% | -10.2% |
| YTD | +35.0% | +57.5% | -22.5% | +9.8% |
| 1Y | +73.7% | +82.5% | -8.8% | +32.0% |
| 3Y | +61.6% | +61.7% | -0.1% | +24.5% |
| 5Y | +65.4% | +145.1% | -79.8% | -3.0% |
| All | +177.0% | +589.1% | -412.1% | -12.0% |
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