+76.9%
FICO vs NUE
+123.1%
-46.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.9% | -10.6% | +9.6% | +1.5% |
| 30D | +3.3% | -0.6% | +3.9% | +3.2% |
| 3M | -31.7% | -9.7% | -22.0% | -30.4% |
| 6M | -34.0% | +5.1% | -39.1% | -35.2% |
| YTD | -58.3% | +51.4% | -109.8% | -62.8% |
| 1Y | -57.9% | +71.3% | -129.3% | -63.6% |
| 3Y | -24.1% | +66.8% | -90.9% | -36.3% |
| All | +76.9% | +123.1% | -46.2% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling