+69.0%
F vs NUE
+445.3%
-376.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.2% | -1.1% |
| 7D | -2.1% | -2.4% | +0.3% | -1.3% |
| 30D | +3.3% | +3.8% | -0.5% | +1.2% |
| 3M | -11.3% | -3.7% | -7.7% | -10.6% |
| 6M | +5.3% | +13.2% | -7.9% | -1.9% |
| YTD | -2.2% | +61.6% | -63.8% | -23.2% |
| 1Y | -3.5% | +83.6% | -87.1% | -28.7% |
| 3Y | +49.5% | +78.6% | -29.1% | +6.7% |
| 5Y | -13.5% | +148.0% | -161.5% | -51.1% |
| 10Y | +69.0% | +449.9% | -380.9% | -47.3% |
| All | +69.0% | +445.3% | -376.2% | -47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling