+201.4%
B vs NUE
+599.8%
-398.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | +0.3% |
| 7D | -2.4% | -0.6% | -1.8% | -2.3% |
| 30D | +6.3% | -4.6% | +10.9% | +6.8% |
| 3M | +12.1% | -0.3% | +12.5% | +11.9% |
| 6M | -3.1% | +51.9% | -55.0% | -7.9% |
| YTD | +2.0% | +60.0% | -58.0% | -3.7% |
| 1Y | +51.7% | +82.9% | -31.2% | +41.1% |
| 3Y | +190.5% | +66.0% | +124.5% | +169.7% |
| 5Y | +158.0% | +149.0% | +9.0% | +128.9% |
| All | +201.4% | +599.8% | -398.4% | +117.3% |
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