+9,359.7%
FTNT vs NUE
+845.9%
+8,513.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.4% |
| 7D | +1.7% | -2.3% | +4.0% | +2.5% |
| 30D | -4.3% | -6.1% | +1.8% | -2.3% |
| 3M | +13.6% | +1.7% | +11.9% | +12.0% |
| 6M | +87.6% | +53.1% | +34.5% | +58.7% |
| YTD | +98.0% | +59.0% | +38.9% | +64.5% |
| 1Y | +96.9% | +85.3% | +11.6% | +53.8% |
| 3Y | +145.4% | +63.2% | +82.2% | +92.9% |
| 5Y | +153.0% | +146.8% | +6.2% | +61.1% |
| 10Y | +2,098.3% | +584.3% | +1,514.0% | +682.5% |
| All | +9,359.7% | +845.9% | +8,513.7% | +2,630.1% |
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