+71.1%
FDX vs NUE
+76.5%
-5.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.8% |
| 7D | +0.5% | -6.2% | +6.7% | +2.6% |
| 30D | +9.5% | +2.5% | +7.1% | +8.4% |
| 3M | -1.3% | -6.4% | +5.0% | +0.4% |
| 6M | +5.5% | +13.3% | -7.7% | -0.3% |
| YTD | +38.9% | +58.5% | -19.7% | +15.2% |
| 1Y | +58.8% | +81.9% | -23.1% | +25.0% |
| 3Y | +71.1% | +75.3% | -4.1% | +30.0% |
| All | +71.1% | +76.5% | -5.3% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling