+4,039.9%
NUE vs FDS
+9,090.7%
-5,050.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -0.4% |
| 7D | +1.8% | -5.4% | +7.2% | +3.6% |
| 30D | -6.0% | +1.6% | -7.5% | -6.8% |
| 3M | +1.4% | +17.7% | -16.3% | -5.1% |
| 6M | +52.8% | +29.1% | +23.8% | +36.7% |
| YTD | +58.1% | +1.0% | +57.1% | +51.7% |
| 1Y | +80.4% | -21.6% | +102.0% | +87.6% |
| 3Y | +62.3% | -30.1% | +92.4% | +74.3% |
| 5Y | +146.2% | -20.7% | +166.9% | +152.5% |
| 10Y | +549.5% | +78.3% | +471.2% | +401.9% |
| All | +4,039.9% | +9,090.7% | -5,050.8% | +1,587.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling