+53.5%
F vs NUE
+68.2%
-14.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.1% |
| 7D | -0.6% | -10.2% | +9.6% | +2.5% |
| 30D | +2.9% | -0.4% | +3.3% | +2.8% |
| 3M | -9.5% | -8.4% | -1.1% | -7.5% |
| 6M | +4.0% | +10.1% | -6.1% | -0.2% |
| YTD | -1.3% | +54.1% | -55.3% | -15.2% |
| 1Y | -1.9% | +74.7% | -76.7% | -19.1% |
| 3Y | +53.5% | +72.0% | -18.5% | +30.7% |
| All | +53.5% | +68.2% | -14.8% | +30.7% |
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 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