+145.1%
NUE vs FDS
-28.1%
+173.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.8% | +4.9% | +0.6% |
| 7D | -2.7% | -16.0% | +13.3% | +1.8% |
| 30D | -6.1% | -6.7% | +0.7% | -4.7% |
| 3M | +2.2% | +6.0% | -3.7% | -0.4% |
| 6M | +50.8% | +25.1% | +25.7% | +37.2% |
| YTD | +57.5% | -8.1% | +65.7% | +61.4% |
| 1Y | +82.5% | -26.0% | +108.5% | +107.1% |
| 3Y | +61.7% | -36.4% | +98.1% | +94.0% |
| 5Y | +145.1% | -27.7% | +172.9% | +162.2% |
| All | +145.1% | -28.1% | +173.3% | +162.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling