+422.0%
NUE vs FE
+126.1%
+295.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.5% | -3.8% |
| 7D | +2.8% | +1.2% | +1.5% | +2.4% |
| 30D | -2.1% | +4.5% | -6.6% | -3.5% |
| 3M | -7.3% | +1.3% | -8.7% | -7.8% |
| 6M | +8.9% | +8.7% | +0.2% | +5.9% |
| YTD | +55.6% | +9.2% | +46.4% | +50.6% |
| 1Y | +74.7% | +7.0% | +67.7% | +70.0% |
| 3Y | +71.7% | +51.4% | +20.3% | +45.8% |
| 5Y | +141.2% | +47.7% | +93.5% | +106.3% |
| All | +422.0% | +126.1% | +295.9% | +370.3% |
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