+1,264.4%
BE vs NUE
+146.6%
+1,117.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.6% | +5.1% | +5.8% |
| 7D | +9.0% | -0.6% | +9.7% | +9.4% |
| 30D | +16.3% | -4.6% | +20.8% | +19.3% |
| 3M | +10.8% | -0.3% | +11.1% | +9.3% |
| 6M | +73.2% | +51.9% | +21.3% | +33.7% |
| YTD | +217.4% | +60.0% | +157.4% | +137.7% |
| 1Y | +309.8% | +82.9% | +226.9% | +183.7% |
| 3Y | +1,726.2% | +66.0% | +1,660.2% | +1,174.5% |
| All | +1,264.4% | +146.6% | +1,117.8% | +525.9% |
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