+146.2%
NUE vs FE
+48.2%
+98.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +1.8% | +0.6% | +1.2% | +1.6% |
| 30D | -6.0% | -2.1% | -3.8% | -5.4% |
| 3M | +1.4% | +2.6% | -1.2% | +0.7% |
| 6M | +52.8% | -6.8% | +59.6% | +55.7% |
| YTD | +58.1% | +6.9% | +51.2% | +54.3% |
| 1Y | +80.4% | +11.6% | +68.9% | +73.3% |
| 3Y | +62.3% | +47.7% | +14.6% | +35.5% |
| 5Y | +146.2% | +46.2% | +100.0% | +113.5% |
| All | +146.2% | +48.2% | +98.0% | +113.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling