+63.4%
NUE vs FTI
+264.2%
-200.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +1.9% | -0.1% |
| 7D | -2.7% | -5.6% | +2.9% | -0.9% |
| 30D | -6.1% | +0.4% | -6.5% | -6.2% |
| 3M | +2.2% | +8.1% | -5.9% | -0.6% |
| 6M | +50.8% | +16.7% | +34.1% | +42.0% |
| YTD | +57.5% | +70.0% | -12.4% | +30.8% |
| 1Y | +82.5% | +85.4% | -3.0% | +46.6% |
| All | +63.4% | +264.2% | -200.8% | +4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling