+113.0%
FICO vs NUE
+147.3%
-34.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.8% | +5.2% |
| 7D | -10.6% | -2.3% | -8.3% | -10.1% |
| 30D | -6.3% | -6.1% | -0.3% | -5.2% |
| 3M | -19.7% | +1.7% | -21.4% | -20.5% |
| 6M | -31.8% | +53.1% | -84.9% | -39.0% |
| YTD | -41.8% | +59.0% | -100.9% | -48.6% |
| 1Y | -36.4% | +85.3% | -121.8% | -46.2% |
| 3Y | +9.3% | +63.2% | -54.0% | -7.7% |
| 5Y | +113.0% | +146.8% | -33.8% | +55.1% |
| All | +113.0% | +147.3% | -34.3% | +55.1% |
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 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