+508.4%
F vs NUE
+13,742.9%
-13,234.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +1.6% | -10.6% | +12.1% | +5.8% |
| 30D | +2.6% | -0.6% | +3.2% | +2.6% |
| 3M | -8.8% | -9.7% | +0.9% | -5.9% |
| 6M | +4.6% | +5.1% | -0.5% | +1.5% |
| YTD | -1.9% | +51.4% | -53.3% | -17.6% |
| 1Y | -0.8% | +71.3% | -72.1% | -20.5% |
| 3Y | +43.5% | +66.8% | -23.4% | +12.0% |
| 5Y | -12.1% | +134.8% | -146.9% | -41.9% |
| 10Y | +83.6% | +506.1% | -422.5% | -18.9% |
| All | +508.4% | +13,742.9% | -13,234.5% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling