-58.5%
FIG vs NUE
+85.4%
-144.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.6% | +3.2% | +5.0% |
| 7D | -3.8% | -0.6% | -3.2% | -3.9% |
| 30D | -2.3% | -4.6% | +2.2% | -2.6% |
| 3M | +20.0% | -0.3% | +20.3% | +20.6% |
| 6M | -16.7% | +51.9% | -68.6% | -13.7% |
| YTD | -37.9% | +60.0% | -97.9% | -38.2% |
| 1Y | -58.5% | +82.9% | -141.4% | -61.2% |
| All | -58.5% | +85.4% | -144.0% | -61.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling