-66.1%
FIS vs NUE
+147.3%
-213.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.6% |
| 7D | -9.1% | -2.3% | -6.8% | -8.6% |
| 30D | -10.4% | -6.1% | -4.4% | -9.3% |
| 3M | -3.7% | +1.7% | -5.4% | -4.4% |
| 6M | -24.8% | +53.1% | -77.8% | -32.2% |
| YTD | -41.6% | +59.0% | -100.6% | -48.0% |
| 1Y | -42.7% | +85.3% | -128.1% | -51.1% |
| 3Y | -26.2% | +63.2% | -89.5% | -36.8% |
| 5Y | -66.1% | +146.8% | -212.9% | -74.1% |
| All | -66.1% | +147.3% | -213.4% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling