+2,896.1%
FITB vs NUE
+14,617.8%
-11,721.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | 0.0% |
| 7D | +0.6% | +4.2% | -3.6% | -1.1% |
| 30D | -4.7% | -5.0% | +0.2% | -2.8% |
| 3M | +6.7% | -0.2% | +6.9% | +6.1% |
| 6M | +12.6% | +49.1% | -36.6% | -5.6% |
| YTD | +19.1% | +61.0% | -41.9% | -3.4% |
| 1Y | +22.6% | +82.5% | -59.9% | -6.1% |
| 3Y | +127.1% | +57.9% | +69.2% | +79.2% |
| 5Y | +71.8% | +146.6% | -74.8% | +6.9% |
| 10Y | +287.2% | +561.6% | -274.4% | +59.8% |
| All | +2,896.1% | +14,617.8% | -11,721.7% | +493.1% |
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