+155.7%
FDX vs NUE
+445.3%
-289.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.2% |
| 7D | -2.1% | -2.4% | +0.4% | -1.1% |
| 30D | +10.4% | +3.8% | +6.6% | +8.4% |
| 3M | +0.5% | -3.7% | +4.1% | +1.2% |
| 6M | +6.5% | +13.2% | -6.7% | -0.4% |
| YTD | +40.2% | +61.6% | -21.3% | +12.0% |
| 1Y | +52.1% | +83.6% | -31.5% | +14.7% |
| 3Y | +72.8% | +78.6% | -5.8% | +26.8% |
| 5Y | +76.3% | +148.0% | -71.7% | +2.4% |
| 10Y | +155.7% | +449.9% | -294.1% | -16.0% |
| All | +155.7% | +445.3% | -289.5% | -16.0% |
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