+196.4%
NUE vs FGI
-66.3%
+262.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.2% | -6.4% | -0.4% |
| 7D | +6.1% | +13.5% | -7.4% | +5.9% |
| 30D | +2.7% | +17.1% | -14.4% | +2.4% |
| 3M | -3.8% | +78.0% | -81.9% | -6.1% |
| 6M | +14.0% | +46.4% | -32.4% | +11.5% |
| YTD | +61.2% | +47.7% | +13.5% | +55.5% |
| 1Y | +77.8% | +56.8% | +21.0% | +70.6% |
| 3Y | +78.2% | +12.3% | +65.9% | +68.8% |
| All | +196.4% | -66.3% | +262.8% | +189.1% |
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