+575.6%
NUE vs FDS
+64.8%
+510.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.0% |
| 7D | -0.6% | -14.0% | +13.4% | +5.0% |
| 30D | -4.6% | -6.2% | +1.7% | -2.9% |
| 3M | -0.3% | +10.2% | -10.5% | -5.5% |
| 6M | +51.9% | +27.4% | +24.4% | +32.6% |
| YTD | +60.0% | -9.3% | +69.2% | +60.5% |
| 1Y | +82.9% | -28.6% | +111.5% | +105.0% |
| 3Y | +66.0% | -36.8% | +102.8% | +94.6% |
| 5Y | +149.0% | -28.6% | +177.6% | +170.8% |
| All | +575.6% | +64.8% | +510.8% | +364.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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