+284.0%
FITB vs NUE
+599.8%
-315.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | -0.3% |
| 7D | -0.3% | -0.6% | +0.4% | +0.1% |
| 30D | -5.7% | -4.6% | -1.1% | -3.4% |
| 3M | +3.2% | -0.3% | +3.5% | +2.5% |
| 6M | +23.4% | +51.9% | -28.5% | -3.7% |
| YTD | +18.8% | +60.0% | -41.2% | -10.2% |
| 1Y | +25.0% | +82.9% | -57.9% | -12.9% |
| 3Y | +131.2% | +66.0% | +65.2% | +61.4% |
| 5Y | +70.7% | +149.0% | -78.3% | -18.0% |
| All | +284.0% | +599.8% | -315.8% | -21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling