+3,820.6%
ALL vs NUE
+4,687.1%
-866.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.8% |
| 7D | 0.0% | +6.1% | -6.1% | -1.6% |
| 30D | +12.8% | +2.7% | +10.1% | +11.7% |
| 3M | +4.7% | -3.8% | +8.5% | +5.2% |
| 6M | +24.9% | +14.0% | +10.9% | +19.1% |
| YTD | +30.0% | +61.2% | -31.2% | +11.7% |
| 1Y | +29.9% | +77.8% | -47.8% | +8.5% |
| 3Y | +117.5% | +78.2% | +39.4% | +74.6% |
| 5Y | +161.7% | +149.8% | +11.8% | +81.3% |
| 10Y | +377.1% | +448.6% | -71.5% | +145.6% |
| All | +3,820.6% | +4,687.1% | -866.4% | +1,072.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling