+1,315.5%
FERG vs NUE
+734.9%
+580.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -1.9% | -1.5% |
| 7D | +0.9% | -2.3% | +3.2% | +1.3% |
| 30D | -15.1% | -6.1% | -9.0% | -14.2% |
| 3M | -4.8% | +1.7% | -6.5% | -5.3% |
| 6M | -2.5% | +53.1% | -55.5% | -9.5% |
| YTD | +1.8% | +59.0% | -57.2% | -6.2% |
| 1Y | -0.3% | +85.3% | -85.7% | -10.5% |
| 3Y | +52.9% | +63.2% | -10.3% | +38.3% |
| 5Y | +69.3% | +146.8% | -77.5% | +46.0% |
| 10Y | +352.7% | +584.3% | -231.6% | +268.8% |
| All | +1,315.5% | +734.9% | +580.6% | +1,140.6% |
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