+82.5%
NUE vs FTI
+108.8%
-26.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +4.2% | +5.3% | -1.1% | +3.2% |
| 30D | -5.0% | +15.3% | -20.3% | -7.5% |
| 3M | -0.2% | +15.8% | -16.0% | -3.5% |
| 6M | +49.1% | +22.6% | +26.6% | +40.8% |
| YTD | +61.0% | +79.5% | -18.6% | +41.0% |
| 1Y | +82.5% | +102.0% | -19.5% | +54.8% |
| All | +82.5% | +108.8% | -26.2% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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