-2.5%
FERG vs NUE
+55.6%
-58.0%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -1.9% | -1.5% |
| 7D | +0.9% | -2.3% | +3.2% | +1.6% |
| 30D | -15.1% | -6.1% | -9.0% | -13.5% |
| 3M | -4.8% | +1.7% | -6.5% | -5.6% |
| 6M | -2.5% | +53.1% | -55.5% | -24.9% |
| All | -2.5% | +55.6% | -58.0% | -24.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling