+549.5%
NUE vs FN
+882.3%
-332.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -2.3% |
| 7D | +1.8% | +3.5% | -1.8% | +0.9% |
| 30D | -6.0% | -26.0% | +20.0% | -0.2% |
| 3M | +1.4% | -33.3% | +34.7% | +8.9% |
| 6M | +52.8% | -14.9% | +67.8% | +51.6% |
| YTD | +58.1% | -8.6% | +66.7% | +51.7% |
| 1Y | +80.4% | +12.3% | +68.1% | +62.2% |
| 3Y | +62.3% | +174.4% | -112.1% | +5.2% |
| 5Y | +146.2% | +296.4% | -150.2% | +36.5% |
| 10Y | +549.5% | +890.0% | -340.5% | +175.3% |
| All | +549.5% | +882.3% | -332.8% | +175.3% |
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