-70.8%
FIS vs NUE
+143.0%
-213.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.5% | +7.6% | +4.9% |
| 7D | +2.8% | +2.8% | +0.1% | +2.2% |
| 30D | -16.7% | -2.1% | -14.6% | -16.4% |
| 3M | -32.3% | -7.3% | -25.0% | -31.3% |
| 6M | -29.1% | +8.9% | -37.9% | -30.8% |
| YTD | -54.1% | +55.6% | -109.7% | -59.1% |
| 1Y | -53.7% | +74.7% | -128.4% | -60.0% |
| 3Y | -38.8% | +71.7% | -110.5% | -48.6% |
| All | -70.8% | +143.0% | -213.8% | -78.0% |
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 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