+146.2%
NUE vs FN
+169.4%
-23.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.3% | +3.8% | -2.2% |
| 7D | +2.8% | +0.3% | +2.5% | +2.5% |
| 30D | -2.1% | -16.5% | +14.4% | +0.2% |
| 3M | -7.3% | -42.1% | +34.8% | +0.2% |
| 6M | +8.9% | -52.9% | +61.8% | +20.5% |
| YTD | +55.6% | -28.0% | +83.6% | +54.5% |
| 1Y | +74.7% | -18.5% | +93.2% | +68.1% |
| 3Y | +71.7% | +93.9% | -22.2% | +23.6% |
| All | +146.2% | +169.4% | -23.2% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling