-45.2%
FIX vs NUE
+9.4%
-54.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.7% | +7.7% | +8.6% |
| 7D | -7.2% | -10.2% | +3.0% | -3.0% |
| 30D | -35.1% | -0.4% | -34.7% | -33.9% |
| 3M | -34.3% | -8.4% | -25.9% | -31.8% |
| All | -45.2% | +9.4% | -54.5% | -47.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling