+196.1%
NUE vs FGI
-70.4%
+266.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.5% | -8.1% | -0.7% |
| 7D | +4.2% | +0.5% | +3.7% | +4.2% |
| 30D | -5.0% | +65.4% | -70.4% | -7.1% |
| 3M | -0.2% | +23.5% | -23.7% | -1.9% |
| 6M | +49.1% | +60.5% | -11.4% | +43.8% |
| YTD | +61.0% | +30.0% | +31.0% | +55.8% |
| 1Y | +82.5% | +82.1% | +0.5% | +72.7% |
| 3Y | +57.9% | -4.4% | +62.3% | +50.2% |
| All | +196.1% | -70.4% | +266.5% | +189.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling