+82.9%
NUE vs FTI
+89.7%
-6.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.5% | +1.3% |
| 7D | -0.6% | -4.4% | +3.8% | +0.3% |
| 30D | -4.6% | +1.5% | -6.0% | -4.8% |
| 3M | -0.3% | +8.2% | -8.5% | -2.4% |
| 6M | +51.9% | +18.8% | +33.1% | +43.7% |
| YTD | +60.0% | +71.7% | -11.7% | +39.3% |
| 1Y | +82.9% | +90.0% | -7.2% | +52.5% |
| All | +82.9% | +89.7% | -6.8% | +52.5% |
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