+45.4%
ADP vs NUE
+79.0%
-33.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.2% |
| 7D | +0.9% | -2.4% | +3.4% | +1.0% |
| 30D | +11.9% | +3.8% | +8.1% | +11.5% |
| 3M | +13.7% | -3.7% | +17.4% | +13.9% |
| 6M | +46.8% | +13.2% | +33.6% | +44.6% |
| YTD | +21.8% | +61.6% | -39.8% | +14.7% |
| 1Y | +23.5% | +83.6% | -60.1% | +14.3% |
| All | +45.4% | +79.0% | -33.6% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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