+190.8%
NUE vs FGI
-69.8%
+260.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -1.8% |
| 7D | +1.8% | +5.2% | -3.4% | +1.7% |
| 30D | -6.0% | +65.2% | -71.2% | -8.0% |
| 3M | +1.4% | +30.2% | -28.7% | -0.4% |
| 6M | +52.8% | +87.8% | -35.0% | +46.8% |
| YTD | +58.1% | +32.5% | +25.7% | +53.0% |
| 1Y | +80.4% | +93.6% | -13.2% | +70.4% |
| 3Y | +62.3% | -2.6% | +64.9% | +54.3% |
| All | +190.8% | -69.8% | +260.6% | +184.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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