+4,124.9%
FDX vs NUE
+14,124.9%
-10,000.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +2.7% |
| 7D | +5.2% | +2.8% | +2.4% | +4.2% |
| 30D | +11.3% | -2.1% | +13.4% | +11.8% |
| 3M | -4.1% | -7.3% | +3.2% | -2.3% |
| 6M | +9.6% | +8.9% | +0.8% | +5.6% |
| YTD | +40.9% | +55.6% | -14.7% | +20.2% |
| 1Y | +53.0% | +74.7% | -21.6% | +25.5% |
| 3Y | +74.1% | +71.7% | +2.4% | +40.2% |
| 5Y | +75.1% | +141.2% | -66.1% | +21.1% |
| 10Y | +156.9% | +429.6% | -272.6% | +32.3% |
| All | +4,124.9% | +14,124.9% | -10,000.1% | +660.1% |
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