+45.0%
ADP vs NUE
+147.3%
-102.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -5.7% | -2.3% | -3.4% | -5.3% |
| 30D | -3.1% | -6.1% | +3.0% | -2.2% |
| 3M | +15.6% | +1.7% | +13.9% | +14.9% |
| 6M | +20.8% | +53.1% | -32.3% | +11.1% |
| YTD | +4.7% | +59.0% | -54.3% | -4.6% |
| 1Y | -8.3% | +85.3% | -93.6% | -19.2% |
| 3Y | +13.6% | +63.2% | -49.7% | +0.1% |
| 5Y | +45.0% | +146.8% | -101.8% | +16.3% |
| All | +45.0% | +147.3% | -102.3% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling