+71.7%
NUE vs FDS
-23.3%
+94.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.5% |
| 7D | +2.8% | +1.5% | +1.3% | +2.6% |
| 30D | -2.1% | +14.8% | -16.9% | -3.7% |
| 3M | -7.3% | +16.3% | -23.6% | -9.2% |
| 6M | +8.9% | +66.2% | -57.4% | +0.8% |
| YTD | +55.6% | +16.2% | +39.4% | +57.4% |
| 1Y | +74.7% | +21.8% | +52.8% | +73.2% |
| 3Y | +71.7% | -23.9% | +95.6% | +100.9% |
| All | +71.7% | -23.3% | +94.9% | +100.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling