-23.6%
FPS vs NUE
+41.0%
-64.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.2% | -9.6% | -9.6% |
| 7D | +21.6% | +6.1% | +15.5% | +15.7% |
| 30D | -38.8% | +2.7% | -41.5% | -38.5% |
| 3M | -42.1% | -3.8% | -38.3% | -39.4% |
| 6M | -48.5% | +14.0% | -62.5% | -53.0% |
| All | -23.6% | +41.0% | -64.6% | -39.2% |
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 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