+2,105.4%
FIX vs NUE
+146.7%
+1,958.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +6.0% | +4.2% | +1.8% | +4.2% |
| 30D | -7.2% | -5.0% | -2.3% | -5.4% |
| 3M | -15.9% | -0.2% | -15.6% | -16.2% |
| 6M | +12.7% | +49.1% | -36.4% | -4.6% |
| YTD | +72.8% | +61.0% | +11.8% | +41.3% |
| 1Y | +122.9% | +82.5% | +40.4% | +72.9% |
| 3Y | +774.3% | +57.9% | +716.4% | +593.0% |
| All | +2,105.4% | +146.7% | +1,958.8% | +1,409.9% |
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