+4,124.9%
NUE vs FE
+561.4%
+3,563.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.3% |
| 7D | +4.2% | +1.9% | +2.3% | +3.3% |
| 30D | -5.0% | -1.2% | -3.8% | -4.5% |
| 3M | -0.2% | +3.5% | -3.7% | -1.9% |
| 6M | +49.1% | -6.1% | +55.2% | +52.7% |
| YTD | +61.0% | +7.6% | +53.4% | +54.9% |
| 1Y | +82.5% | +11.9% | +70.6% | +72.2% |
| 3Y | +57.9% | +48.4% | +9.5% | +28.3% |
| 5Y | +146.6% | +44.8% | +101.8% | +100.8% |
| 10Y | +561.6% | +115.9% | +445.7% | +314.2% |
| All | +4,124.9% | +561.4% | +3,563.5% | +1,669.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling