+3,873.8%
NUE vs FE
+563.2%
+3,310.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.1% |
| 7D | -10.6% | 0.0% | -10.5% | -10.5% |
| 30D | -0.6% | +5.2% | -5.8% | -2.8% |
| 3M | -9.7% | 0.0% | -9.7% | -9.9% |
| 6M | +5.1% | +5.0% | +0.1% | +2.6% |
| YTD | +51.4% | +7.9% | +43.5% | +45.4% |
| 1Y | +71.3% | +6.3% | +65.0% | +65.4% |
| 3Y | +66.8% | +46.0% | +20.8% | +36.6% |
| 5Y | +134.8% | +45.6% | +89.2% | +90.8% |
| 10Y | +506.1% | +109.3% | +396.8% | +285.4% |
| All | +3,873.8% | +563.2% | +3,310.6% | +1,560.9% |
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