+2,340.5%
EXC vs NUE
+14,617.8%
-12,277.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.0% |
| 7D | +0.3% | +4.2% | -3.9% | -0.5% |
| 30D | -3.7% | -5.0% | +1.3% | -2.9% |
| 3M | -1.3% | -0.2% | -1.1% | -1.6% |
| 6M | -9.7% | +49.1% | -58.9% | -16.7% |
| YTD | +2.9% | +61.0% | -58.1% | -6.6% |
| 1Y | +4.4% | +82.5% | -78.1% | -7.8% |
| 3Y | +22.2% | +57.9% | -35.7% | +8.2% |
| 5Y | +46.7% | +146.6% | -99.9% | +15.0% |
| 10Y | +155.3% | +561.6% | -406.3% | +56.3% |
| All | +2,340.5% | +14,617.8% | -12,277.2% | +815.5% |
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