+575.6%
NUE vs FTI
+305.3%
+270.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.5% | +1.2% |
| 7D | -0.6% | -4.4% | +3.8% | +0.8% |
| 30D | -4.6% | +1.5% | -6.0% | -5.0% |
| 3M | -0.3% | +8.2% | -8.5% | -3.2% |
| 6M | +51.9% | +18.8% | +33.1% | +42.5% |
| YTD | +60.0% | +71.7% | -11.7% | +33.3% |
| 1Y | +82.9% | +90.0% | -7.2% | +46.9% |
| 3Y | +66.0% | +270.5% | -204.5% | +4.7% |
| 5Y | +149.0% | +1,084.5% | -935.6% | +1.9% |
| All | +575.6% | +305.3% | +270.4% | +236.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling