+78,645.2%
FICO vs NUE
+13,742.9%
+64,902.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.9% | -10.6% | +9.6% | +2.1% |
| 30D | +3.3% | -0.6% | +3.9% | +3.2% |
| 3M | -31.7% | -9.7% | -22.0% | -29.9% |
| 6M | -34.0% | +5.1% | -39.1% | -35.5% |
| YTD | -58.3% | +51.4% | -109.8% | -63.6% |
| 1Y | -57.9% | +71.3% | -129.3% | -64.5% |
| 3Y | -24.1% | +66.8% | -90.9% | -37.4% |
| 5Y | +85.3% | +134.8% | -49.5% | +33.2% |
| 10Y | +520.3% | +506.1% | +14.1% | +221.0% |
| All | +78,645.2% | +13,742.9% | +64,902.2% | +25,189.3% |
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