+87.8%
NUE vs FRMI
-93.1%
+181.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -10.6% | +8.5% | -1.8% |
| 7D | -1.4% | -39.7% | +38.3% | -0.5% |
| 30D | +6.6% | -55.2% | +61.7% | +8.0% |
| 3M | -2.0% | -71.2% | +69.2% | +0.1% |
| 6M | +19.2% | -64.1% | +83.3% | +19.7% |
| YTD | +65.6% | -77.2% | +142.9% | +67.3% |
| 1Y | +87.8% | -93.2% | +181.0% | +99.1% |
| All | +87.8% | -93.1% | +181.0% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling