+65.5%
FDX vs NUE
+145.9%
-80.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.0% |
| 7D | -3.3% | +1.8% | -5.1% | -3.9% |
| 30D | -1.4% | -6.0% | +4.6% | +0.4% |
| 3M | -4.5% | +1.4% | -5.9% | -5.4% |
| 6M | +9.4% | +52.8% | -43.4% | -5.7% |
| YTD | +36.0% | +58.1% | -22.1% | +15.7% |
| 1Y | +75.5% | +80.4% | -4.9% | +42.5% |
| 3Y | +62.8% | +62.3% | +0.5% | +32.3% |
| All | +65.5% | +145.9% | -80.3% | +13.4% |
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