+4,087.3%
FDX vs NUE
+14,617.8%
-10,530.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.4% |
| 7D | -2.5% | +4.2% | -6.7% | -3.9% |
| 30D | +3.8% | -5.0% | +8.8% | +5.3% |
| 3M | -1.3% | -0.2% | -1.1% | -1.7% |
| 6M | +5.0% | +49.1% | -44.1% | -8.6% |
| YTD | +39.6% | +61.0% | -21.4% | +18.3% |
| 1Y | +81.1% | +82.5% | -1.4% | +46.7% |
| 3Y | +63.0% | +57.9% | +5.1% | +35.2% |
| 5Y | +65.6% | +146.6% | -81.0% | +13.6% |
| 10Y | +183.4% | +561.6% | -378.2% | +36.5% |
| All | +4,087.3% | +14,617.8% | -10,530.4% | +648.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling