+155.9%
NUE vs FND
-63.3%
+219.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.3% |
| 7D | -0.6% | -5.8% | +5.1% | +0.9% |
| 30D | -4.6% | -20.2% | +15.7% | +1.1% |
| 3M | -0.3% | -12.0% | +11.6% | +2.1% |
| 6M | +51.9% | -18.5% | +70.4% | +57.6% |
| YTD | +60.0% | -22.3% | +82.2% | +67.1% |
| 1Y | +82.9% | -47.6% | +130.5% | +112.9% |
| 3Y | +66.0% | -49.8% | +115.7% | +86.1% |
| All | +155.9% | -63.3% | +219.2% | +173.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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