-39.3%
FICO vs NUE
+76.1%
-115.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.1% |
| 7D | -15.4% | +1.8% | -17.2% | -15.4% |
| 30D | -10.4% | -6.0% | -4.4% | -10.4% |
| 3M | -22.7% | +1.4% | -24.1% | -22.8% |
| 6M | -36.8% | +52.8% | -89.6% | -38.7% |
| YTD | -44.8% | +58.1% | -102.9% | -46.9% |
| 1Y | -39.3% | +80.4% | -119.7% | -42.1% |
| All | -39.3% | +76.1% | -115.4% | -42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling