+7,843.3%
FIX vs NUE
+3,373.5%
+4,469.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.7% | +5.6% |
| 7D | -17.5% | -10.6% | -6.9% | -13.5% |
| 30D | -41.6% | -0.6% | -41.0% | -41.2% |
| 3M | -40.6% | -9.7% | -30.9% | -38.2% |
| 6M | -49.4% | +5.1% | -54.5% | -50.6% |
| YTD | +9.2% | +51.4% | -42.2% | -8.0% |
| 1Y | +6.5% | +71.3% | -64.9% | -14.6% |
| 3Y | +448.7% | +66.8% | +381.9% | +337.0% |
| 5Y | +948.7% | +134.8% | +813.9% | +595.5% |
| 10Y | +3,659.7% | +506.1% | +3,153.6% | +1,575.3% |
| All | +7,843.3% | +3,373.5% | +4,469.8% | +1,623.2% |
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