-22.6%
FPS vs NUE
+44.8%
-67.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.1% | -15.3% | -15.8% |
| 7D | -23.3% | -1.4% | -21.9% | -22.5% |
| 30D | -42.4% | +6.6% | -49.0% | -44.5% |
| 3M | -43.0% | -2.0% | -41.0% | -42.1% |
| 6M | -44.5% | +19.2% | -63.7% | -51.6% |
| All | -22.6% | +44.8% | -67.5% | -40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling