+50.4%
FERG vs NUE
+61.7%
-11.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.8% | +0.2% |
| 7D | -2.6% | -0.6% | -1.9% | -2.4% |
| 30D | -8.9% | -4.6% | -4.3% | -7.5% |
| 3M | -2.0% | -0.3% | -1.7% | -2.4% |
| 6M | -3.2% | +51.9% | -55.1% | -17.9% |
| YTD | +1.5% | +60.0% | -58.5% | -15.6% |
| 1Y | +0.5% | +82.9% | -82.4% | -20.7% |
| 3Y | +50.4% | +66.0% | -15.6% | +17.5% |
| All | +50.4% | +61.7% | -11.3% | +17.5% |
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