+22.5%
F vs NUE
+80.6%
-58.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.5% | -4.1% |
| 7D | -4.9% | -2.3% | -2.6% | -4.3% |
| 30D | -2.9% | -6.1% | +3.2% | -1.4% |
| 3M | -9.1% | +1.7% | -10.7% | -10.2% |
| 6M | +12.9% | +53.1% | -40.1% | +0.2% |
| YTD | +6.1% | +59.0% | -53.0% | -7.2% |
| 1Y | +22.5% | +85.3% | -62.8% | +5.2% |
| All | +22.5% | +80.6% | -58.1% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling