+145.0%
NUE vs FN
+289.0%
-144.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.7% | -1.1% |
| 7D | +4.2% | -1.7% | +5.9% | +4.5% |
| 30D | -5.0% | -22.0% | +17.0% | -1.2% |
| 3M | -0.2% | -43.0% | +42.8% | +8.8% |
| 6M | +49.1% | -27.7% | +76.9% | +52.9% |
| YTD | +61.0% | -10.5% | +71.5% | +56.2% |
| 1Y | +82.5% | +12.5% | +70.0% | +66.6% |
| 3Y | +57.9% | +153.8% | -95.9% | +9.5% |
| All | +145.0% | +289.0% | -144.0% | +41.4% |
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