-51.1%
FIS vs NUE
+86.4%
-137.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -2.1% | -21.6% | -23.5% |
| 7D | -18.4% | -1.4% | -17.0% | -18.3% |
| 30D | -11.4% | +6.6% | -17.9% | -11.3% |
| 3M | -32.0% | -2.0% | -30.0% | -32.1% |
| 6M | -35.6% | +19.2% | -54.8% | -35.0% |
| YTD | -53.8% | +65.6% | -119.4% | -53.5% |
| 1Y | -51.1% | +87.8% | -138.9% | -51.7% |
| All | -51.1% | +86.4% | -137.5% | -51.7% |
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