+60.4%
AGNC vs NUE
+61.7%
-1.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -1.9% | -0.6% |
| 7D | -4.7% | -0.6% | -4.1% | -4.6% |
| 30D | -5.7% | -4.6% | -1.1% | -5.0% |
| 3M | +1.9% | -0.3% | +2.2% | +1.6% |
| 6M | +1.8% | +51.9% | -50.1% | -5.6% |
| YTD | +3.4% | +60.0% | -56.5% | -5.0% |
| 1Y | +13.6% | +82.9% | -69.3% | +1.9% |
| 3Y | +60.4% | +66.0% | -5.6% | +41.9% |
| All | +60.4% | +61.7% | -1.3% | +41.9% |
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