+538.9%
FICO vs NUE
+442.4%
+96.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.5% |
| 7D | +1.4% | +6.1% | -4.7% | -0.5% |
| 30D | -0.8% | +2.7% | -3.5% | -1.9% |
| 3M | -31.3% | -3.8% | -27.5% | -30.7% |
| 6M | -33.9% | +14.0% | -47.9% | -37.3% |
| YTD | -57.6% | +61.2% | -118.7% | -64.4% |
| 1Y | -59.7% | +77.8% | -137.4% | -67.3% |
| 3Y | -28.0% | +78.2% | -106.2% | -44.1% |
| 5Y | +91.0% | +149.8% | -58.9% | +22.5% |
| All | +538.9% | +442.4% | +96.5% | +128.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling