-2.3%
F vs NUE
+79.2%
-81.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.5% |
| 7D | +1.0% | -6.2% | +7.2% | +2.7% |
| 30D | +2.1% | +2.5% | -0.3% | +1.1% |
| 3M | -10.3% | -6.4% | -3.9% | -8.8% |
| 6M | +3.3% | +13.3% | -10.0% | -3.0% |
| YTD | -2.0% | +58.5% | -60.5% | -20.7% |
| 1Y | -2.3% | +81.9% | -84.2% | -27.7% |
| All | -2.3% | +79.2% | -81.5% | -27.7% |
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