+69.8%
FITB vs NUE
+142.4%
-72.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.8% |
| 7D | -1.0% | -2.7% | +1.7% | 0.0% |
| 30D | -5.5% | -6.1% | +0.6% | -3.3% |
| 3M | +4.1% | +2.2% | +1.9% | +2.7% |
| 6M | +18.7% | +50.8% | -32.1% | +0.6% |
| YTD | +18.2% | +57.5% | -39.4% | -1.7% |
| 1Y | +23.7% | +82.5% | -58.8% | -3.1% |
| 3Y | +130.8% | +61.7% | +69.1% | +83.0% |
| 5Y | +69.8% | +145.1% | -75.4% | +14.6% |
| All | +69.8% | +142.4% | -72.6% | +14.6% |
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 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