+162.8%
FTNT vs NUE
+146.6%
+16.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.3% | -2.2% |
| 7D | -0.1% | -0.6% | +0.5% | 0.0% |
| 30D | -3.0% | -4.6% | +1.6% | -1.9% |
| 3M | +7.6% | -0.3% | +7.9% | +7.1% |
| 6M | +87.0% | +51.9% | +35.1% | +64.2% |
| YTD | +96.5% | +60.0% | +36.6% | +69.4% |
| 1Y | +92.9% | +82.9% | +10.0% | +59.0% |
| 3Y | +139.8% | +66.0% | +73.9% | +95.4% |
| All | +162.8% | +146.6% | +16.2% | +82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling