+815.3%
NUE vs FN
+2,887.5%
-2,072.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.7% | -11.9% | -2.5% |
| 7D | -10.6% | 0.0% | -10.5% | -11.0% |
| 30D | -0.6% | -34.3% | +33.7% | +6.7% |
| 3M | -9.7% | -39.9% | +30.1% | -2.3% |
| 6M | +5.1% | -51.8% | +56.9% | +16.8% |
| YTD | +51.4% | -28.1% | +79.6% | +51.7% |
| 1Y | +71.3% | -29.1% | +100.4% | +71.0% |
| 3Y | +66.8% | +102.4% | -35.6% | +25.4% |
| 5Y | +134.8% | +171.7% | -36.8% | +61.1% |
| 10Y | +506.1% | +773.5% | -267.4% | +223.4% |
| All | +815.3% | +2,887.5% | -2,072.2% | +295.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling