+12,471.5%
FIX vs NUE
+3,593.0%
+8,878.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.3% |
| 6M | +12.7% | +49.1% | -36.4% | -4.2% |
| YTD | +72.8% | +61.0% | +11.8% | +42.1% |
| 1Y | +122.9% | +82.5% | +40.4% | +73.9% |
| 3Y | +774.3% | +57.9% | +716.4% | +609.6% |
| 5Y | +2,049.5% | +146.6% | +1,902.9% | +1,292.0% |
| 10Y | +5,821.5% | +561.6% | +5,259.9% | +2,448.7% |
| All | +12,471.5% | +3,593.0% | +8,878.5% | +2,561.8% |
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