+21.3%
EXC vs NUE
+59.8%
-38.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.7% |
| 7D | +1.2% | +1.8% | -0.5% | +1.2% |
| 30D | -2.7% | -6.0% | +3.2% | -2.7% |
| 3M | -1.0% | +1.4% | -2.4% | -1.0% |
| 6M | -9.3% | +52.8% | -62.1% | -9.1% |
| YTD | +3.6% | +58.1% | -54.5% | +3.6% |
| 1Y | +5.9% | +80.4% | -74.5% | +5.8% |
| All | +21.3% | +59.8% | -38.5% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling