+358.0%
ALL vs NUE
+589.1%
-231.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -4.3% | -2.7% | -1.6% | -3.7% |
| 30D | -3.6% | -6.1% | +2.5% | -2.2% |
| 3M | +13.2% | +2.2% | +11.0% | +12.1% |
| 6M | +22.5% | +50.8% | -28.3% | +9.7% |
| YTD | +22.7% | +57.5% | -34.8% | +8.3% |
| 1Y | +28.3% | +82.5% | -54.2% | +8.6% |
| 3Y | +152.0% | +61.7% | +90.4% | +113.0% |
| 5Y | +115.4% | +145.1% | -29.7% | +50.8% |
| All | +358.0% | +589.1% | -231.1% | +102.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling