+116.2%
B vs NUE
+150.9%
-34.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.9% |
| 7D | -2.7% | -2.4% | -0.2% | -2.4% |
| 30D | -4.3% | +3.8% | -8.1% | -5.1% |
| 3M | -2.3% | -3.7% | +1.4% | -2.0% |
| 6M | -16.2% | +13.2% | -29.4% | -18.4% |
| YTD | -8.8% | +61.6% | -70.4% | -16.4% |
| 1Y | +11.4% | +83.6% | -72.2% | +0.1% |
| 3Y | +174.3% | +78.6% | +95.7% | +143.1% |
| 5Y | +116.2% | +148.0% | -31.8% | +82.0% |
| All | +116.2% | +150.9% | -34.8% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling