+153.7%
ALL vs NUE
+59.4%
+94.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -2.2% |
| 7D | -1.7% | +1.8% | -3.5% | -1.8% |
| 30D | -4.7% | -6.0% | +1.3% | -4.3% |
| 3M | +18.4% | +1.4% | +16.9% | +18.1% |
| 6M | +20.5% | +52.8% | -32.3% | +16.5% |
| YTD | +23.5% | +58.1% | -34.6% | +18.9% |
| 1Y | +29.0% | +80.4% | -51.4% | +22.4% |
| 3Y | +153.7% | +62.3% | +91.4% | +134.1% |
| All | +153.7% | +59.4% | +94.3% | +134.1% |
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