+239.9%
FIS vs NUE
+3,698.3%
-3,458.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.5% | +7.6% | +5.1% |
| 7D | +2.8% | +2.8% | +0.1% | +2.0% |
| 30D | -16.7% | -2.1% | -14.6% | -16.3% |
| 3M | -32.3% | -7.3% | -25.0% | -31.0% |
| 6M | -29.1% | +8.9% | -37.9% | -31.4% |
| YTD | -54.1% | +55.6% | -109.7% | -60.3% |
| 1Y | -53.7% | +74.7% | -128.4% | -61.2% |
| 3Y | -38.8% | +71.7% | -110.5% | -50.3% |
| 5Y | -71.1% | +141.2% | -212.3% | -79.5% |
| 10Y | -53.1% | +429.6% | -482.7% | -75.5% |
| All | +239.9% | +3,698.3% | -3,458.4% | -13.9% |
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