-83.2%
FIG vs NUE
+79.4%
-162.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.5% | +6.3% | +2.8% |
| 7D | +3.4% | +2.8% | +0.6% | +3.3% |
| 30D | -9.5% | -2.1% | -7.4% | -9.0% |
| 3M | -26.2% | -7.3% | -18.9% | -26.0% |
| 6M | +2.7% | +8.9% | -6.2% | +4.7% |
| YTD | -48.0% | +55.6% | -103.6% | -49.1% |
| 1Y | -52.0% | +74.7% | -126.7% | -55.1% |
| All | -83.2% | +79.4% | -162.5% | -84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling