+213.9%
FXI vs NUE
+1,860.2%
-1,646.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -1.7% |
| 7D | -1.0% | +1.8% | -2.7% | -1.8% |
| 30D | -3.2% | -6.0% | +2.7% | -1.0% |
| 3M | +1.7% | +1.4% | +0.2% | +0.1% |
| 6M | -1.6% | +52.8% | -54.4% | -19.2% |
| YTD | -7.9% | +58.1% | -66.0% | -25.7% |
| 1Y | -9.6% | +80.4% | -90.0% | -31.6% |
| 3Y | +40.5% | +62.3% | -21.8% | +5.4% |
| 5Y | -6.2% | +146.2% | -152.4% | -46.7% |
| 10Y | +14.2% | +549.5% | -535.3% | -65.5% |
| All | +213.9% | +1,860.2% | -1,646.3% | -41.6% |
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 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