-16.8%
B vs NUE
+13.4%
-30.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | -6.2% | +6.1% | -12.3% | -7.2% |
| 30D | -6.6% | +2.7% | -9.4% | -7.4% |
| 3M | -7.9% | -3.8% | -4.0% | -7.1% |
| 6M | -16.8% | +14.0% | -30.8% | -28.1% |
| All | -16.8% | +13.4% | -30.2% | -28.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling