+2,486.5%
EXC vs NUE
+14,124.9%
-11,638.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.5% | +4.8% | +2.0% |
| 7D | +1.4% | +2.8% | -1.4% | +0.8% |
| 30D | +8.6% | -2.1% | +10.7% | +8.8% |
| 3M | +2.4% | -7.3% | +9.7% | +3.4% |
| 6M | +6.5% | +8.9% | -2.4% | +4.1% |
| YTD | +9.0% | +55.6% | -46.6% | -0.7% |
| 1Y | +4.6% | +74.7% | -70.1% | -6.9% |
| 3Y | +33.5% | +71.7% | -38.2% | +16.0% |
| 5Y | +41.4% | +141.2% | -99.8% | +11.3% |
| 10Y | +204.3% | +429.6% | -225.3% | +94.4% |
| All | +2,486.5% | +14,124.9% | -11,638.4% | +873.4% |
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