+948.1%
FIX vs NUE
+123.1%
+825.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.7% | +5.6% |
| 7D | -17.5% | -10.6% | -6.9% | -13.3% |
| 30D | -41.6% | -0.6% | -41.0% | -41.2% |
| 3M | -40.6% | -9.7% | -30.9% | -38.0% |
| 6M | -49.4% | +5.1% | -54.5% | -50.6% |
| YTD | +9.2% | +51.4% | -42.2% | -8.7% |
| 1Y | +6.5% | +71.3% | -64.9% | -15.3% |
| 3Y | +448.7% | +66.8% | +381.9% | +328.9% |
| All | +948.1% | +123.1% | +825.0% | +633.7% |
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