+436.0%
NUE vs FN
+772.0%
-336.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.8% | +7.7% | +3.9% |
| 7D | -6.2% | -4.1% | -2.2% | -5.8% |
| 30D | +2.5% | -28.3% | +30.8% | +8.7% |
| 3M | -6.4% | -33.9% | +27.5% | +0.1% |
| 6M | +13.3% | -43.9% | +57.2% | +23.3% |
| YTD | +58.5% | -23.4% | +82.0% | +55.4% |
| 1Y | +81.9% | -25.4% | +107.3% | +78.1% |
| 3Y | +75.3% | +107.9% | -32.6% | +19.3% |
| 5Y | +149.9% | +195.1% | -45.1% | +46.1% |
| 10Y | +436.0% | +794.1% | -358.1% | +134.5% |
| All | +436.0% | +772.0% | -336.0% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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