+2,451.8%
EXC vs NUE
+14,634.6%
-12,182.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -1.9% | +6.1% | -8.1% | -3.0% |
| 30D | +7.8% | +2.7% | +5.0% | +7.1% |
| 3M | +1.9% | -3.8% | +5.7% | +2.2% |
| 6M | +3.4% | +14.0% | -10.6% | +0.2% |
| YTD | +7.6% | +61.2% | -53.6% | -2.6% |
| 1Y | +2.1% | +77.8% | -75.7% | -9.4% |
| 3Y | +29.6% | +78.2% | -48.6% | +11.9% |
| 5Y | +39.5% | +149.8% | -110.3% | +9.1% |
| 10Y | +200.2% | +448.6% | -248.3% | +90.6% |
| All | +2,451.8% | +14,634.6% | -12,182.8% | +854.4% |
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 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