+216.9%
B vs NUE
+442.4%
-225.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | -6.2% | +6.1% | -12.3% | -6.9% |
| 30D | -6.6% | +2.7% | -9.4% | -7.0% |
| 3M | -7.9% | -3.8% | -4.0% | -7.7% |
| 6M | -16.8% | +14.0% | -30.8% | -18.3% |
| YTD | -11.7% | +61.2% | -72.9% | -16.7% |
| 1Y | +3.5% | +77.8% | -74.3% | -3.4% |
| 3Y | +165.7% | +78.2% | +87.5% | +145.2% |
| 5Y | +108.4% | +149.8% | -41.4% | +85.3% |
| All | +216.9% | +442.4% | -225.4% | +163.8% |
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