+409.8%
NUE vs FND
+57.3%
+352.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -2.3% | -0.8% | -1.5% | -2.1% |
| 30D | -6.1% | -19.6% | +13.5% | -0.8% |
| 3M | +1.7% | -4.3% | +6.0% | +1.8% |
| 6M | +53.1% | -20.4% | +73.5% | +59.7% |
| YTD | +59.0% | -21.9% | +80.9% | +65.8% |
| 1Y | +85.3% | -45.2% | +130.5% | +111.8% |
| 3Y | +63.2% | -49.2% | +112.5% | +83.1% |
| 5Y | +146.8% | -61.8% | +208.6% | +183.7% |
| All | +409.8% | +57.3% | +352.5% | +315.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling