+3.1%
FICO vs NUE
+63.2%
-60.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.5% | -16.1% | -16.6% |
| 7D | -19.2% | +4.2% | -23.4% | -19.7% |
| 30D | -14.6% | -5.0% | -9.6% | -14.0% |
| 3M | -20.1% | -0.2% | -19.9% | -20.3% |
| 6M | -36.3% | +49.1% | -85.5% | -41.3% |
| YTD | -44.9% | +61.0% | -105.9% | -50.1% |
| 1Y | -38.6% | +82.5% | -121.2% | -46.2% |
| All | +3.1% | +63.2% | -60.1% | -10.0% |
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