-26.5%
FIS vs NUE
+60.7%
-87.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.5% |
| 7D | -9.1% | -2.3% | -6.8% | -8.8% |
| 30D | -10.4% | -6.1% | -4.4% | -9.7% |
| 3M | -3.7% | +1.7% | -5.4% | -4.1% |
| 6M | -24.8% | +53.1% | -77.8% | -30.0% |
| YTD | -41.6% | +59.0% | -100.6% | -46.2% |
| 1Y | -42.7% | +85.3% | -128.1% | -48.9% |
| All | -26.5% | +60.7% | -87.2% | -37.3% |
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