+62.3%
NUE vs FE
+48.5%
+13.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | +1.8% | +0.6% | +1.2% | +1.7% |
| 30D | -6.0% | -2.1% | -3.8% | -5.8% |
| 3M | +1.4% | +2.6% | -1.2% | +1.4% |
| 6M | +52.8% | -6.8% | +59.6% | +53.4% |
| YTD | +58.1% | +6.9% | +51.2% | +57.3% |
| 1Y | +80.4% | +11.6% | +68.9% | +78.6% |
| 3Y | +62.3% | +47.7% | +14.6% | +47.6% |
| All | +62.3% | +48.5% | +13.8% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling