+6,034.5%
FIX vs NUE
+559.5%
+5,474.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.3% |
| 7D | +3.5% | -2.3% | +5.8% | +4.7% |
| 30D | -3.5% | -6.1% | +2.6% | -0.6% |
| 3M | -11.8% | +1.7% | -13.4% | -13.3% |
| 6M | +17.8% | +53.1% | -35.3% | -5.8% |
| YTD | +73.3% | +59.0% | +14.3% | +35.5% |
| 1Y | +128.1% | +85.3% | +42.8% | +64.4% |
| 3Y | +772.7% | +63.2% | +709.4% | +550.1% |
| 5Y | +2,166.4% | +146.8% | +2,019.7% | +1,141.1% |
| 10Y | +6,034.5% | +584.3% | +5,450.2% | +1,503.3% |
| All | +6,034.5% | +559.5% | +5,474.9% | +1,503.3% |
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 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