+3,839.9%
NUE vs FTI
+2,117.5%
+1,722.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -0.9% |
| 7D | +1.8% | -0.2% | +2.0% | +1.9% |
| 30D | -6.0% | +12.3% | -18.3% | -10.6% |
| 3M | +1.4% | +13.8% | -12.3% | -4.6% |
| 6M | +52.8% | +24.3% | +28.5% | +37.5% |
| YTD | +58.1% | +75.8% | -17.7% | +22.5% |
| 1Y | +80.4% | +99.6% | -19.2% | +31.4% |
| 3Y | +62.3% | +278.4% | -216.1% | -14.2% |
| 5Y | +146.2% | +1,168.7% | -1,022.5% | -30.6% |
| 10Y | +549.5% | +297.5% | +252.0% | +146.9% |
| All | +3,839.9% | +2,117.5% | +1,722.4% | +445.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling