+659.1%
B vs NUE
+14,124.9%
-13,465.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | 0.0% |
| 7D | -7.3% | +2.8% | -10.1% | -7.8% |
| 30D | -3.3% | -2.1% | -1.3% | -3.1% |
| 3M | -7.8% | -7.3% | -0.4% | -6.8% |
| 6M | -15.5% | +8.9% | -24.4% | -17.3% |
| YTD | -12.3% | +55.6% | -67.9% | -19.6% |
| 1Y | +5.4% | +74.7% | -69.3% | -5.4% |
| 3Y | +165.5% | +71.7% | +93.9% | +134.4% |
| 5Y | +107.0% | +141.2% | -34.2% | +66.9% |
| 10Y | +210.6% | +429.6% | -219.0% | +102.9% |
| All | +659.1% | +14,124.9% | -13,465.8% | +451.6% |
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