+8,533.7%
FIX vs NUE
+3,536.6%
+4,997.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.8% |
| 7D | -13.9% | -6.2% | -7.7% | -11.4% |
| 30D | -35.5% | +2.5% | -38.0% | -35.9% |
| 3M | -33.9% | -6.4% | -27.6% | -32.2% |
| 6M | -43.3% | +13.3% | -56.6% | -46.3% |
| YTD | +18.7% | +58.5% | -39.9% | -1.8% |
| 1Y | +13.8% | +81.9% | -68.1% | -10.8% |
| 3Y | +495.0% | +75.3% | +419.7% | +364.8% |
| 5Y | +1,049.0% | +149.9% | +899.1% | +644.1% |
| 10Y | +3,644.4% | +436.0% | +3,208.4% | +1,640.4% |
| All | +8,533.7% | +3,536.6% | +4,997.1% | +1,739.7% |
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 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