+92.4%
FOXA vs NUE
+410.0%
-317.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.7% |
| 7D | +0.8% | -0.6% | +1.4% | +1.0% |
| 30D | +5.0% | -4.6% | +9.6% | +6.3% |
| 3M | -3.0% | -0.3% | -2.7% | -3.4% |
| 6M | +14.8% | +51.9% | -37.1% | +0.6% |
| YTD | -8.9% | +60.0% | -68.9% | -21.6% |
| 1Y | +13.3% | +82.9% | -69.6% | -6.8% |
| 3Y | +115.4% | +66.0% | +49.4% | +76.4% |
| 5Y | +95.3% | +149.0% | -53.7% | +29.8% |
| All | +92.4% | +410.0% | -317.7% | -22.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling