+90.1%
FOXA vs NUE
+402.2%
-312.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.3% |
| 7D | -3.7% | -2.7% | -1.1% | -3.0% |
| 30D | +5.4% | -6.1% | +11.4% | +7.1% |
| 3M | -3.7% | +2.2% | -6.0% | -4.8% |
| 6M | +12.6% | +50.8% | -38.2% | -1.1% |
| YTD | -10.0% | +57.5% | -67.5% | -22.2% |
| 1Y | +15.0% | +82.5% | -67.4% | -5.3% |
| 3Y | +115.1% | +61.7% | +53.4% | +77.6% |
| 5Y | +93.0% | +145.1% | -52.1% | +28.9% |
| All | +90.1% | +402.2% | -312.1% | -23.4% |
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