+93.4%
NUE vs FRMI
-78.1%
+171.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.5% | +1.5% |
| 7D | -0.6% | +7.4% | -8.1% | -0.8% |
| 30D | -4.6% | -27.6% | +23.1% | -3.9% |
| 3M | -0.3% | -20.9% | +20.5% | -0.4% |
| 6M | +51.9% | -36.6% | +88.5% | +52.3% |
| YTD | +60.0% | -31.3% | +91.2% | +58.7% |
| All | +93.4% | -78.1% | +171.5% | +100.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling