+348.4%
FIS vs NUE
+3,759.6%
-3,411.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.1% | -5.4% |
| 7D | -3.5% | +1.8% | -5.2% | -3.9% |
| 30D | -7.8% | -6.0% | -1.9% | -6.3% |
| 3M | +0.8% | +1.4% | -0.6% | -0.1% |
| 6M | -21.9% | +52.8% | -74.7% | -31.6% |
| YTD | -39.5% | +58.1% | -97.6% | -47.7% |
| 1Y | -41.0% | +80.4% | -121.4% | -51.1% |
| 3Y | -23.6% | +62.3% | -85.9% | -36.7% |
| 5Y | -65.6% | +146.2% | -211.8% | -75.8% |
| 10Y | -40.2% | +549.5% | -589.7% | -70.6% |
| All | +348.4% | +3,759.6% | -3,411.1% | +13.3% |
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 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