+129.0%
FITB vs NUE
+60.7%
+68.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -0.4% | -2.3% | +1.9% | +0.5% |
| 30D | -5.1% | -6.1% | +0.9% | -2.9% |
| 3M | +3.5% | +1.7% | +1.9% | +2.4% |
| 6M | +17.2% | +53.1% | -35.9% | -1.8% |
| YTD | +17.6% | +59.0% | -41.4% | -3.0% |
| 1Y | +23.4% | +85.3% | -62.0% | -4.6% |
| All | +129.0% | +60.7% | +68.2% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling