+104,095.6%
FICO vs NUE
+14,617.8%
+89,477.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.5% | -16.1% | -16.5% |
| 7D | -19.2% | +4.2% | -23.4% | -20.1% |
| 30D | -14.6% | -5.0% | -9.6% | -13.6% |
| 3M | -20.1% | -0.2% | -19.9% | -20.6% |
| 6M | -36.3% | +49.1% | -85.5% | -43.9% |
| YTD | -44.9% | +61.0% | -105.9% | -52.6% |
| 1Y | -38.6% | +82.5% | -121.2% | -49.3% |
| 3Y | +4.0% | +57.9% | -53.9% | -13.0% |
| 5Y | +99.5% | +146.6% | -47.0% | +41.1% |
| 10Y | +604.7% | +561.6% | +43.1% | +255.7% |
| All | +104,095.6% | +14,617.8% | +89,477.8% | +32,798.6% |
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