-6.5%
FXI vs NUE
+146.6%
-153.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | +0.1% |
| 7D | -3.9% | -0.6% | -3.2% | -3.7% |
| 30D | -2.1% | -4.6% | +2.5% | -1.3% |
| 3M | -0.5% | -0.3% | -0.1% | -0.7% |
| 6M | -4.5% | +51.9% | -56.4% | -13.2% |
| YTD | -9.2% | +60.0% | -69.2% | -18.5% |
| 1Y | -13.8% | +82.9% | -96.7% | -25.0% |
| 3Y | +36.6% | +66.0% | -29.4% | +18.1% |
| All | -6.5% | +146.6% | -153.0% | -27.4% |
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 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