+3,716.0%
ALL vs NUE
+4,681.6%
-965.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | 0.0% | +4.2% | -4.2% | -1.1% |
| 30D | -1.5% | -5.0% | +3.5% | -0.2% |
| 3M | +23.6% | -0.2% | +23.8% | +22.9% |
| 6M | +22.3% | +49.1% | -26.8% | +8.3% |
| YTD | +26.5% | +61.0% | -34.5% | +9.2% |
| 1Y | +27.0% | +82.5% | -55.5% | +5.3% |
| 3Y | +149.6% | +57.9% | +91.7% | +108.0% |
| 5Y | +118.1% | +146.6% | -28.5% | +51.5% |
| 10Y | +369.0% | +561.6% | -192.6% | +128.7% |
| All | +3,716.0% | +4,681.6% | -965.6% | +1,046.2% |
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