+80,792.2%
FICO vs NUE
+13,984.2%
+66,808.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +2.2% |
| 7D | -0.1% | -10.2% | +10.2% | +2.9% |
| 30D | +8.4% | -0.4% | +8.9% | +8.3% |
| 3M | -30.5% | -8.4% | -22.1% | -29.0% |
| 6M | -35.7% | +10.1% | -45.8% | -38.0% |
| YTD | -57.2% | +54.1% | -111.3% | -62.7% |
| 1Y | -58.4% | +74.7% | -133.1% | -65.1% |
| 3Y | -24.8% | +72.0% | -96.8% | -38.5% |
| 5Y | +79.3% | +136.4% | -57.1% | +28.6% |
| 10Y | +531.6% | +434.6% | +97.0% | +238.8% |
| All | +80,792.2% | +13,984.2% | +66,808.0% | +25,754.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling