+584.3%
NUE vs FE
+110.4%
+473.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | -6.1% | -1.2% | -4.9% | -5.8% |
| 3M | +1.7% | +1.7% | 0.0% | +1.1% |
| 6M | +53.1% | -7.5% | +60.6% | +56.4% |
| YTD | +59.0% | +6.3% | +52.7% | +55.4% |
| 1Y | +85.3% | +10.9% | +74.5% | +78.3% |
| 3Y | +63.2% | +46.9% | +16.3% | +40.5% |
| 5Y | +146.8% | +47.6% | +99.2% | +111.7% |
| 10Y | +584.3% | +114.5% | +469.8% | +505.0% |
| All | +584.3% | +110.4% | +473.9% | +505.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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