+37.5%
F vs NUE
+59.4%
-21.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.5% | -3.7% |
| 7D | +1.2% | +1.8% | -0.6% | +0.6% |
| 30D | +1.2% | -6.0% | +7.2% | +3.0% |
| 3M | -5.7% | +1.4% | -7.1% | -6.7% |
| 6M | +17.9% | +52.8% | -34.9% | +2.5% |
| YTD | +10.4% | +58.1% | -47.7% | -5.4% |
| 1Y | +25.3% | +80.4% | -55.1% | +2.7% |
| 3Y | +37.5% | +62.3% | -24.8% | +14.3% |
| All | +37.5% | +59.4% | -21.9% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling