-79.1%
FIG vs NUE
+85.6%
-164.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.8% | -4.4% |
| 7D | -16.3% | +4.2% | -20.5% | -15.9% |
| 30D | -14.3% | -5.0% | -9.3% | -14.4% |
| 3M | +7.2% | -0.2% | +7.4% | +7.7% |
| 6M | -18.6% | +49.1% | -67.8% | -17.7% |
| YTD | -35.5% | +61.0% | -96.5% | -37.2% |
| 1Y | -55.8% | +82.5% | -138.3% | -59.9% |
| All | -79.1% | +85.6% | -164.7% | -81.0% |
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